If a gallery is displayed in Small Screen Mode but on a screen with a pixel density of greater than 1.5 (e.g. a retina screen), then medium images are used (instead of small images). (For reference, there is a note regarding Retina Displays in the Multi-Size Image support page.)
Does this maybe account for what you are seeing?

Otherwise, how are you testing in Small Screen Mode? Are you somehow emulating a mobile device in your browser? If so, I cannot be sure that this will give accurate results.
If you want to be able to switch screen modes quickly and easily (without using a browser's developer tools), then first set debugMode="TRUE" in your gallery's 'config.xml' file' and you can then add configuration options to your gallery's URL as a query string (e.g. index.html?screenMode=SMALL). (Check out the Setting Config Options support section for details.)

If you want to change the value that is reported when Juicebox queries your screen's pixel density, then try adding something like the following to your gallery's web page:

<script>
    window.devicePixelRatio=2;
</script>

I've just checked my own Multi-Size Image gallery (with sample images which have the text "small", "medium" and "large" written on them so that I can see at a glance which images are being loaded) and things seem to be working as expected for me on my own devices.
I hope my notes above help.