I will implement support for deleting the files but the default behavior will remain, you will need to add a config setting to make it delete all the images when an image gallery instance is deleted.
My thinking is that people may have subsequently used the gallery images in other content since they can browse to anything below the media folder from the wysiwyg editor and we have no way of knowing whether any of the images have been used in other content. If we delete it by default then someone will report a bug because an image disappeared from their content and they will be mad at me because they cannot recover it.
On can delete them from file manager or ftp already and I prefer to err on the side of not deleting things in case someone makes a mistake.
So if you prefer the images to be deleted by default, add this to your user.config and it will work after the next release of mojoPortal:
<add key="ImageGallery:DeleteImagesWhenModuleIsDeleted" value="true" />