Another update...
It seems that it makes harder to vertiacally scroll images without links, but it is still possible. You can test it even on your demo gallery:
http://juicebox.net/demos/pro/full/#2
This image has no link. Hold your iPhone in portrait mode. Rotate it to landscape mode and right after this touch the caption and move it up with your finger. It scrolls vertically, which is not wanted behaviour.
Please compare this to that gallery:
http://photoswipe.com
Here vertical swipe is coded to close the fullscreen view. Maybe you could make something like this?