I will be very surprised if Nero gets the gauntlets off Dante... because that would mean that Dante would lose the gauntlets in the story, so from that point on you wouldn't be able to use Gilgamesh with Dante - and I don't think you'll be losing weapons as the player. Vergil was able to lose Beowulf in DMC3 because you didn't control him. In the special edition when you control Vergil, it doesn't follow the real story, so he has the Beowulf the whole time, even though he actually only got it half way through the game, and then lost it. In terms of a proper storyline in DMC4, if they make Dante lose Gilgamesh, you wouldn't be able to use it after that point, and it'd be silly to do that I think.