Google's PageSpeed Insights tool can certainly be very helpful but it is also useful to remember that the results are just Google's ideal recommendations (without any knowledge of the content of the page or if any of their recommendations can even be implemented).
With regard to the 'render-blocking JavaScript and CSS' message, the results note:
None of the above-the-fold content on your page could be rendered without waiting for the following resources to load.
That is correct but, knowing the content of your web page (the only content above-the-fold is your Juicebox gallery), it is absolutely necessary to wait for the 'juicebox.js' and 'theme.css' files to load before the gallery can be displayed and is visible.
The 'Prioritize visible content' message notes:
This usually indicates that additional resources, loaded after HTML parsing, were required to render above-the-fold content.
That, again, is true. Additional resources (the gallery's 'config.xml' file and the JavaScript, CSS, image and font files in the 'jbcore' folder) are required due to the design and required structure of Juicebox. However, there is nothing that can be done to incorporate all these resources directly into the gallery's HTML embedding page and the message is really nothing to worry about.
Knowing the way that Juicebox works (requiring the 'juicebox.js' and 'theme.css' files to be fully loaded before the gallery can be displayed and also requiring an external XML file and the 'jbcore' folder) the two warnings above can be put into context. They are not truly problems but necessities for the gallery to be displayed and function correctly.
Try entering other popular websites (such as 'http://google.com' or 'http://amazon.com') into Google's own PageSpeed Insights tool and you'll see that the results are often similar to those reported for your own Juicebox gallery web page.
When using any library or package which requires a number of external resource files (such as Juicebox and its 'jbcore' folder), you'll find that the PageSpeed Insights tool gives similar results.
You could certainly set HTTP cache headers within an .htaccess file if you like. Try a web search with terms such as 'http cache header htaccess' to find out more information.
However, such a decision (to force browser caching or not) is really up to the individual user (and not directly Juicebox dependent).
Incidentally, all these messages refer to the Speed section. The User Experience section for your Juicebox gallery page gives a score of 100/100 with the message "Congratulations! No issues found.".
I hope this helps to clarify things.