I can see the issue but definitively it is not related to fancybox.
you may have another script that monitors page state changes or clicks
so it might reload it.
Normally advertising scripts monitor user clicks to analyze browsing
behavior so they can launch the proper ads pop ups/campaigns. It may
be the case with the rubiconproject that you are using on your
site?!?!
Just looking at your <html> tag makes me think I might be right
<html class=" js flexbox canvas canvastext no-webgl no-touch
geolocation postmessage no-websqldatabase indexeddb hashchange history
draganddrop websockets rgba hsla multiplebgs backgroundsize
borderimage borderradius boxshadow textshadow opacity cssanimations
csscolumns cssgradients no-cssreflections csstransforms no-
csstransforms3d csstransitions fontface video audio localstorage
sessionstorage webworkers applicationcache svg inlinesvg smil
svgclippaths">