I/O to a gatekeeper device is serviced by the cache slot no i/o actually goes to the disk.

As outlined in EMC255976

Thin devices, aka Virtual Devices used with EMC Virtual Provisioning, CAN be used as gatekeepers.  All the existing gatekeeper rules apply, and the thin gatekeeper device does not need to be bound to any storage pool.

You can bind the devices although there is no need to.

but there are caveats:

• Thin devices are now supported as gatekeeper candidates.
  The gatekeeper selection algorithim now ignores the fact that a device happens to be a thin device when slecting gatekeeper candidates. This makes all thin devices candidates for Gatekeeper Selection so we still recommed using dedicated Gatekeeper devices. The thin Gatekeeper device does not have to be bound to a pool.
  The following restrictions apply:
    

• • Hyper-V thin devices must be bound to a pool 
  • NO AS400 Support for using thin devices as Gatekeepers.