When you have Smush Pro installed and configured to use the CDN to generate WebP versions of images, the NextGEN galleries images aren't having their jpg versions substituted with WebP versions. Neither the thumbnails or full versions in the lightbox get redirected to the CDN.
Here's an example page of a static image and a standard NextGEN gallery:
Static Image URL
NextGEN Thumbnail URL
The NextGEN integration option is turned on in the Smush settings and the NextGEN gallery images do appear to be getting optimized. It's just the CDN versions and WebP substitutes aren't being served up.