When Showkase imports a gallery, it creates its own copy of the gallery folder within the Showkase directory.
As you have discovered, it does not delete the original gallery. Showkase leaves it up to the user to delete the original gallery folder if necessary. (The gallery may be embedded in another web page elsewhere and the user may not want it to be deleted.)
You could certainly embed a Juicebox gallery manually in a 'Basic' Showkase page (using the baseUrl method of embedding documented here) but the gallery would not become a true Showkase Gallery Page and you would not be able to edit the gallery within the Showkase interface. (It would also not be possible to list the gallery in a 'Gallery Index Page'.)
A new folder will be created in the root Showkase directory for each page in a Showkase site.
The names of the folders correspond to the 'Nav Name' entries.
If you create a page with a 'Nav Name' of 'gallery', then a folder with the name 'gallery' will be created.
If you then create another page with the same 'Nav Name' ('gallery'), then a folder with the name 'gallery-2' will be created (to avoid a name clash with the original folder).
If you change the 'Nav Name' of a page, then the name of the original folder corresponding to the page will be changed. A new folder should not be created. This seems to be working OK for myself in a test site (with Showkase-Pro v1.3.5).
If you want to delete a page, I would recommend using Showkase's 'Trash' functionality on the 'Pages' tab rather than manually deleting the page's folder from the root Showkase directory. This will ensure that Showkase knows the page has been deleted (and should not be listed on the 'Pages' tab).
If you like, you should then be able to safely delete the contents of the '_trash' folder.
Essentially, Showkase does not delete imported galleries or trashed pages from a web server. If it much safer to leave original galleries as they are (or to move Showkase pages into the '_trash' folder) than to automatically delete them. Some users may not expect files to be deleted with no method of recovery.
I hope this helps to clarify things.