I see that your gallery has a “title_position=none” set on it, which means that from your options you have set there to be “No title”. What is the setting you are modifying? You should be controlling this via Photonic → Settings → SmugMug → Photos (Main Page) → Photo Title Display.
It is also possible that your setting is fine, but when you created the gallery shortcode you selected the option to show no title. The option to define the title style comes up on the last screen of the Gallery Wizard (“Configure Your Layout”), under the setting “How do you want the title”. The default is “Default from settings”, which means it will pick whatever is set in the option I have provided above. You can override it directly in this option.