By default, Juicebox has a gradient caption background. It is dark at the bottom and transparent at the top.
If you were to add a white image to your gallery, you should see this gradient clearly.

The problem is that Adobe AIR's integrated browser which JuiceboxBuilder uses for the live preview is unable to render all elements accurately (for example thumbnail frames, drop-shadows and gradients) so you see just a solid caption background.
This is noted in the Known Issues section of the JuiceboxBuilder User Guide.
Your own browser (Internet Explorer in your screenshot) is displaying the gallery accurately.

You can change the caption background via the captionBackColor and captionBackTopColor configuration options.
Please see the Caption Options section of the Config Options page for details.
If you want to remove the gradient, just make sure that captionBackColor and captionBackTopColor are both set to the same value.

Please note that captionBackColor and captionBackTopColor are Juicebox-Pro options only and are not supported by Juicebox-Lite.