An object coming in from a rendezvous with Saturn would be traveling at a ludicrous speed. You would probably vaporize on lunar impact. The Earth's atmosphere can help slow it down to a reasonable velocity--otherwise you have to carry a lot more fuel to burn in a slow-down maneuver.
It can. The boost is proportional to the cos(final exit trajectory in relation to the planet, velocity of planet) -- so if the probe leaves the planet opposite to the direction it goes around the sun, it slows down.
(that is, the probe as whole can still orbit the sun in the same direction as the planet, it just needs to do it slower.