Role of Gateways in Azure SQL databases

I’m currently reading – learn.microsoft.com/en-us/azure/azure-sql/database/connectivity-architecture?view=azuresql

and just confused about the importance & Role of these Gateways in Azure SQL connectivity. I would really appreciate if any expert here could help me with Microsoft documentation links to verify.

I have 3 quick questions:

  1. Do this gateway offers any IDPS/ data protection / any kind of security features ?
  2. Is it auto created by Microsoft, if yes … then any place from where I can see it (just like ingress controller in AKS auto creates azure load balancer and we can see it)
  3. DO it offers any traffic logging by default?

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