A couple thoughts:

Yes, a gateway does have to trust the federation that they can swap ecash for sats later. However, users and federation members do not have to trust the gateway.

Therefore, a federation member providing gateway services is totally plasible IMO. It would not turn the relationship into a custodian (still federated). Running a successful lightning node does take more skill than running a federation, so I would imagine not every federation would be able to provide this. I can imagine that federations might eventually pay a deposit to a gateway for this.