Yes, the gateway only supports a fixed priority (via explicit-qos-enabled-for-replies and reply-priority).
To be consistent with the outbound adapter, we should support getting the reply priority from the SI priority header.
In order to support your use case, where you want the priority of the reply to be the same as the request, it also makes sense to populate the priority header for inbound messages.
Please go ahead and open an Improvement JIRA covering both issues here https://jira.springsource.org/browse/INT.
Gary P. Russell
Spring Integration Team
SpringSource, a division of VMware