In the gallery, you will see photos displayed that are located on internet and external storage. The gallery is designed to handle and display ALL your photos. You're not saving a photo with the gallery, you're OPENING the photo through the gallery is all. It's not being saved to two locations. If your photos are now located on your SDCard then the only files stored locally on the phone will be the thumbnails cache which is a negligible amount of storage space.
If you don't want them to show in the gallery then i think you're missing the point of what the gallery app does and is for.