We just updated jetpack and this is still an issue, so I’ve add this to my css as a workaround. It isn’t perfect, I think some versions of IE won’t work with this, but better than nothing. Maybe it will help some people while they wait:
.tiled-gallery .tiled-gallery-item a {
pointer-events: none;
cursor: default;}
/* if you have links in the captions that you want to work, add this */
.tiled-gallery-caption a {
pointer-events: auto !important;
cursor: pointer !important;
}