In Caylus I can't see the interest of placing a worker at the gate (first fixed building along the road) unless you really can't decide what to do and prefer to let the choice to bad fortune.
You can use it several ways.
For example, if you want to push building the castle, but not in the first place, so you can make your opponent waste a little more resources to obtain a favor.
Also you can use it if you aren't sure how the probost will move, to make sure you will use your pawn.
Anyway, it's another way to put some preasure on your opponent, a way to have a little advantage.
It's far more useful in a 2 player game than it is in a 5 and to me the tactic is all about controlling building in the castle.
In a 2 player game if I place on the gate and my opponent doesn't go to the castle then I can move it and build one section of castle to get the favour cheaply.
This is especially useful if you have more cubes than your opponent. They know if they go to the castle you can just follow them and build more sections (or make them spend most of there cube so stand a much better chance of getting the favour every turn).
In short placing on the gate means you are trying to force your opponent to spend at the castle rather than other sections on the board or let you have an easy favour.
In a 5 player game I agree its fairly pointless as you may just as well move where you want to go.