Update file gitlab_ai_gateway.md

What does this merge request do and why?

This is counter-part of Cleanup use_ai_gateway_proxy feature flag (gitlab!155387 - merged).

How to set up and validate locally

Numbered steps to set up and validate the change are strongly suggested.

Impacted categories

The following categories relate to this merge request:

• gdk-reliability - e.g. When a GDK action fails to complete.
• gdk-usability - e.g. Improvements or suggestions around how the GDK functions.
• gdk-performance - e.g. When a GDK action is slow or times out.

Merge request checklist

• This change is backward compatible. If not, please include steps to communicate to our users.
• Tests added for new functionality. If not, please raise an issue to follow-up.
• Documentation added/updated, if needed.
• Announcement added, if change is notable.
• gdk doctor test added, if needed.
• Add the ~highlight label if this MR should be included in the CHANGELOG.md.