Think I've got it. In the example at the start of this discussion a reboot of the Connection server will not effect already connected clients. If the PCoIP Secure Gateway is configured to point to the Connection server then connections will be dropped because the Connection server is behaving as a proxy.
With the PCoIP Secure Gateway unconfigured (unchecked) then a reboot of the Connection server will not affect connected clients.
If you are allowing external access to your View infrastructure then it's worth having the Secure Gateway configured but paired with a Connection server that your internal users are not connecting to. The reason being that internal users connecting to a paired configuration with Secure Gateway configured will route to the Security Server, which may not be desired.
As per VMware KB: 1036208
"The PCoIP Secure Gateway configuration is applicable to a Connection Server and Security Server pair. If you want to configure the gateway for external users only, you need a replica Connection Server without PCOIP Secure Gateway configured for internal users to connect to."