In this context, when there is a situation that hasn't happened yet, you need the subjunctive. In this case, you haven't left the gallery, so this situation is yet to happen. We don't use the future tense, because there is an amount of uncertainty that you will ever leave the gallery.
If you use the
present tense with "cuando", you are talking about a habit. Following your exercise, so that it makes sense, you'd have a sentence like: "Cuando
sales de la galería,
vienes a casa inmediatamente". This means that
every time you leave the gallery, you go back home immediately. It's something you
always do.
Some other examples using "cuando" for a future event:
-(When your mother scolds you.) Cuando crezcas, me lo agradecerás.
When you're older you will thank me.
- Cuando tenga dinero suficiente, voy a comprar una casa.
When I have enough money I'll buy a house.
- Lávate los dientes cuando termines de comer.
Brush your teeth when you finish your meal.