Normally it's not that harmfull but your gecko's just had a stressful trip and is probably rather thin on weight so any parasite is a potential danger for the health of your gecko.
In nature mites will fall of and the gecko has only a small chance of becoming a host again but now you're keeping them in a small enclosure where the chances of multiple encounters could change.
Yes they can fall off and move away and with a shed the gecko might eat them but that's gambling on odds.
What if they start breeding in the vivarium?
life cycle of the mite can be completed within 10 days + can survive for up to 10 months, so populations can grow rapidly, sucking the life out of your animal..
Not to forget they can carry diseases from one animal to the other.
Some more info
Getting rid of reptile mites
Mites!
So far i found it easy to remove them so i don't see the problem most of the time you can gently scratch them off with your fingernails - there has been only one mite i couldn't get to; it was in one of the eye corners (I'm glad it wasn't one of my animals)
I've tried to keep far away from possibly toxic chemicals - so just stick to water, olive oil,vasiline,soap, tweezers, cotton buds and in extreme cases you might want to try those mite products for reptiles.
When there are mosquitos,leeches,ticks,lice, mites on your skin don't you want to get rid of them?