IMO the best way to implement that would be to use a custom data attribute. If the custom data attribute is found on the pictures given, the gallery macro generates a <figure> to wrap the image in, and adds the <figcaption> node next to it.
IMO that's enough for a first implementation. On XWIKI-6762 it was mentionned that we could provide finer controls for the caption position, but IMO this is very use-case reliant and I don't think we should add other custom data attributes to support this kind of customization.
An alternative solution would be to make a better picker for images in the gallery macro, where you can select an alt, a caption, and whatever display option we might want... But it would take more time to do and be more complex (meaning more debugging later...).
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