When JuiceboxBuilder resizes images, they are always converted to JPEG format (and JPEG images do not support transparency so transparent regions are converted to black). JuiceboxBuilder cannot resize PNG files as smaller PNG files.
Deselect the 'Resize Images' checkbox on the 'Images' tab and your PNG files will be copied across to the gallery's 'images' folder and their transparency will be retained.
If you need smaller PNG files, I would recommend that you create them in an imaging program (such as Adobe Photoshop) before feeding them to JuiceboxBuidler (with 'Resize Images' switched off).
Incidentally, when using PNG file with 'Resize Images' switched off, the files in the 'images' folder will have .jpg file extensions but they will still be PNG images (identical to the source images) and the gallery will still display them correctly. This has been logged as a bug and should hopefully be fixed in a future version of JuiceboxBuilder.