Videos are not loading inside a lightbox on mobile phones
A lot of mobile phones have limitations about showing iframe content. Some of them won't show them at all, so the video wouldn't show up inside the lightbox and you would see just an empty lightbox.
To avoid such problems Smart Slider 3 automatically opens lightboxed videos on the original source, not inside the lightbox on phones.
If you want to change this behavior you can disable the Lightbox Videos In New Tab On Mobile at the Global settings. But please note that on some phones/browsers your visitors won't be able to view your videos.