The inactivityTimeout (default value of four seconds) seems to work fine in the demo gallery you quoted (http://www.juicebox.net/demos/lite/full/) in IE 11 on my own PC (all default settings).
Try resetting your Internet Explorer settings: http://windows.microsoft.com/en-gb/inte … s#ie=ie-11
... and also try temporarily disabling any extensions that you have installed ('Options -> Manage add-ons') which might somehow be interfering with the gallery's functionality.
Now I have to answer no, no, no, no and no. :) The first four nos are for resetting IE. I tried it in four different ways. "Delete personal settings", both YES and NO. After restart: "Use recommended settings", both YES and NO. And yessiree, I also disabled all Extensions. A sixth no can be added from testing it on my old PC, which has IE 10.
The ONLY way to get the Captions off the screen in any of my IEs, is to drag the mouse off the gallery, and then the Caption disappears rightaway. If I leave the the mouse anywhere on the gallery, it remains there. This I tested with both yours, and mine galleries.
Sump'n ain't right here... :|