When exporting a key, Bitshares will only export the long form. So if you import a compressed private key, and then immediately dump it, it will have a different representational value.
The issue for a Gateway is that it has to take a decision on receipt of the token asset, as to whether to send to the compressed or uncompressed Btc address. If it gets this wrong, then funds are lost, until the end-user can take remedial steps to reimport the keys in the alternate form.
The solution I chose for http://xchain.info
was to always use the uncompressed addresses. The fact that Bitshares always exports a private key in long form, simplifies this process because you can instruct the end-user to export their Bitshares account key into a Bitcoin client (rather than the other way) and they're guaranteed to get the correct key type.