be sure you're linking the size you want to share. the smaller the size, the less detail is evident in the picture. you can access different sizes by looking for the little size icon at the bottom right of the photo in the smugmug album then right click, copy link or embed link in the webpage.
for what it's worth, the picture you're seeing that's embedded seems consistent with a medium size/quality image, but there may be some resampling on smugmug's end when it loads an image referenced from another site.