Hi,
no, it is not required for the GW to be domain-joined, but it could make the setup easier if it is. Let me explain why.
If your Gateway is in the same domain as your Management Servers (the servers the Gateway reports to) then you don't need to create certificates on your Management Servers. What you still need is a a certificate on your Gateway and also certificates on each Workgroup computer you need to monitor.
In case that the Gateway and the Management Servers are in different domains, then you need certificates on all three instances - on your Management Server(s), on your Gateway(s) and of course on ech monitored computer (Workgroup). Alex already pointed this out.
Of course all three instances must get certificates coming from the same CA, so that the setup can work.
I hope I could help you with that. Please don't hesitate to ask further questions if something is not clear.
(If the reply was helpful please don't forget to upvote and/or accept as answer, thank you)
Regards
Stoyan Chalakov