We may also look into getting something developed once we eventually upgrade to 2.1, I don't think it's too likely that anything will come of that suggestion, but it doesn't hurt to post it.
I could post a suggestion, but I doubt it would get implemented into the XF core unless it had substantial interest, and if that were the case, I think it would have already been posted. The interest on XF suggestions is gauged by how many likes the first post in the suggestion thread receives...
Yeah I actually think it is just the page, not the entire thread. I think we looked into this when we initially switched to XF, and I don't think there is a way to display all the images in the entire thread in one place.
I think if you click on one attachment that is inserted into the post as a thumbnail, or that is not inserted into the post at all, it will open the photo viewer, which should display all the other attachments in the thread.