Perhaps some sort of lightbox or a modal could be added that simplifies the process without redirecting users to Gravatar.com.

I like that idea. That would make the flow easier for everyone. I created a GitHub issue here to keep track of your feedback.

If anyone has other ideas to improve that process, do not hesitate to chime in here, on in the comments of that GitHub issue!

The only option available is to click the link which loads Gravatar.com in the same browser window as the WordPress backend. As a veteran user of WordPress, I found this to be a jarring experience as I tried to configure an image and find my way back to the WordPress backend.

I'll take note about this suggestion as well. I think it's something that could be addressed in Jetpack, for example, since the plugin already bundles other Gravatar features. I created another GitHub issue here to keep track of your suggestion, and start a discussion.