I tested this functionality and was able to reproduce the issue. The error experienced was:
Remote Desktop can't connect to the remote computer for one of these reasons:
- Remote access to the server is not enabled
- The remote computer is turned off
- The remote computer is not available on the network
Windows 7 clients did not receive any problems connecting through an RD Gateway.
After reviewing the group policy applied to the domain, I noticed a Group Policy object was setting the LAN Manager Authentication Level to "Send LM & NTLM - use NTLMv2 session security if negotiated".
After setting the LAN Manager authentication level to "Send NLTMv2 response only" I was able to connect to RD Gateways without issues.
I did not test this, but I assume if a Windows 7 client was updated to RDP v8 by installing Microsoft KB2592687, the same issue would be experienced if the LAN Manager authentication level is changed to anything other then the default.