What the featured image links to is not something that is controlled by Easy FancyBox. It is the theme that dictates the href attribute of the link. If that is the large/full version of the featured image, then Easy FancyBox will detect it and bind itself to that link. The full image will then be opened inside the lightbox. You can prevent Easy FancyBox from binding to that link, but that will not change the links href destination. Users will then simply get the full image version straight in their browser instead of in the lightbox overlay.
To make the link destination change from the full featured image to the actual post itself, you’ll have to adapt your theme. Or ask the theme developers to include this feature in the next version. It may even be already included as a theme option… 🙂