RJ had a solid background in Physics and no doubt made up strict rules and explanations for all this, but IRRC he never explained what they were.

As far as I remember, no perfect explananation for this was found except some suggested it's not a simple "physical hole" like a doorway that lets anything through... that when something goes through, it involves a manipulation or twisting of reality. So it looks like you're simply physically going from one side to the other, but in truth it's far more complex than this.

Those that can't go through Gateways support this reasoning: they are the Constructs, in other words men-made (with the OP) lifeforms, thus "artificial". Those we know can't use Gateways include Shadowspawn and Nym, so this isn't a Shadow thing (the gholam exception is very likely a Sanderson retcon because he had the gholam not die in TOM.. Jordan probably intended the gholam to die going through the gateway but he knew constructs couldn't survive this and didn't specify in a note to himself the gholam died, just that Mat would have it go through a gateway...) It seems to some that the Wheel is just unable to perform the "thread twisting" involved to let them pass through gateways. They just die. It might be true of vegetal constructs like Chora Trees as well.

My guess is that the Wheel doesn't let air pressure differences etc. occur. Each side of the Gateway remains separate, the hole is there but not really a physical hole, more like a threshold. When a being or object go through, there's some twisting of reality to make it pass through one point in the pattern to another, it's not simply walking through. Objects can go through gateways, the Seanchan sent projectiles through Elayne's. It could mean making a Gateway to the bottom of the Ocean wouldn't make all the water flood the other side either. Some habve suggested what looks like a simple hole is more like an invisible metaphysical "membrane" between two points in the Pattern, that you can pass through it without noticing that, that you can send an object through it, that animals can go through it but that the two points joined remain distinct and there's no real physical interraction from anything without sentience or will involved.. heat or cold, winds and such. IRRC, there was no snow that went through Aviendha's gateway into Rand's quarters in Rhuidean.