Unfortunately, webpack seems to interfere with the module locations. The result is that jsxgraph or webpack simply cannot find the required JSXGraph submodules. The only solution I could quickly come up with was to use webpack's exports-loader [1]. First install it:
$ npm install --save-dev exports-loader
Then you can do
import JXG from 'exports?JXG!jsxgraph/distrib/jsxgraphcore';
in your source file. This at least saves you your wrapper script. The only drawback compared to the most desirable outcome I can see is that JXG is still defined globally.