Most of the applications that you see in the application list will not work properly when there’s a proxy (which is Gateway) in the middle between the web application and the end-user(client).
This is because when there’s a proxy in place and there’s a requirement to inspect HTTPS traffic, the proxy has to decrypt the response from the web server, re-encrypt it (using some other SSL certificate such as the one from Gateway Intermediate CA), then deliver back to the end-user. In some cases, the client-side application might already have an instruction to trust only one SSL certificate hardcoded in the application itself, hence the client-side application will drop the connection to the server and fail to work when the server that it is trying to connect returns an SSL certificate that it does not recognize.
Hence, it’s generally recommended to have the Do Not Inspect rule in place