I saw the following document.
https://www.ng.bluemix.net/docs/services/SecureGateway/index.html#sg_overview
In the summary near the end, it says "Provision the service and bind it to your app". But do I really need to bind the secure gateway service to my app? I could access the secure gateway's destination without binding the service.
You are correct. Since the Secure Gateway service does not actually use VCAP services there are no advantages to binding your application to the service instance.