As has been stated previously, large starships, such as carrier
ships, have enough energy resources to create their *own* entry into
hyperspace, their own jump points. The jump gates are mainly used for
smaller ships, or big ships that want to conserve energy.
Thus, the Vorlons used the jump gate in order to detach their smaller
ships *before* entering B5's space, so that they could go in on the attack
immediately, rather than having to separate from the mothership after
arriving via a separate jump point. Since they were expecting some sort
of Vorlon craft, no one thought much of it; the frequency matched with the
ambassador's craft. It's only when everything came out that they saw it
was more than it seemed.
One other item: a jump gate isn't like a light bulb, you can't just
switch it off suddenly. There are massive reactions and energy flows going
on in there, and it takes a fairly long period of time to shut one down
without blowing the thing to kingdom come. Also, you endanger any other
craft heading for it or midway through a jump. During the Earth/Minbari
war, EA jump gates were encoded to reject any ship coming in on the wrong
ID frequency, which helped to slow down misuse of certain gates, though
the codes would eventually get cracked, which meant they had to be changed
on a fairly regular basis.
In "Midnight on the Firing Line," you will see how a carrier-size
ship makes its own jump point.