We're making them as close to your suggestion as possible now. Page reload is needed, because every photo resides on it's own dedicated page now, with comments, blocks etc. AJAX reload would need either a separate viewing system, or complete overhaul of photos module. Photo of the day is reloaded within same page, for it doesn't show comments and info blocks for every photo, oh and there' s no permalink to it. We can think of a photoviewer in an album for quick preview.
Why can the 'Photo of the day' be updated via Ajax, but advancing through album photos takes a page refresh?
Photo album nagigation is too cumbersome. For God's sake, go read my last Photo Album blog.