We have a terminology problem here. There must be (in general) one gateway per interface. However, there should only be a single default gateway. If there is only one interface and therefore only one gateway it will be the default gateway. If you have several interfaces with several gateways, you must anoint one as the default gateway by putting it in /etc/sysconfig/network. Meanwhile every interface must have its own gateway defined in the interface script.
cerco, suppose that you got your system to work with a single gateway. And assume that from some distant IP address I ping your box on the IP address on eth2. How do you respond? You can't send a packet out eth2, it doesn't know how to reach me (no gateway). Do you send the packet out eth0 to the only gateway you know? What to use for the source IP address? Do I ping one IP address and get and response from a different IP?
I have some more time after all... my meeting just got canceled
So if you try to reach some distant IP address, with your setup, the default gateway will tell you which interface to use. But if you have decided to use the second interface, you need some gateway for it. If there are just a few hosts that you talk to on the second interface and they are all on the same subnet as your interface you should be ok with no gateway. But that does not seem like what you have.
If the system is using dynamic routing which means that gated is running you can dynamically switch default gateways. This allows the router (which is what your system would be at this point) to adapt to network outages and exploit redunant routes.