That's because Gambit wasn't town indeed, he himself wasn't sure if your ability truly reached him, after al lyour ability seems to trigger in NP & happen DP so even i'm not sure if your action happens before his transport
I think from his perspective, he knows he is not Town so he can't risk & accuse Rej because he will end up creating another player against him, but this doesn't change the fact that he indeed have transport ability & why wouldn't he use it on himself?
If you survived lynch & u have transport ability to protect yourself, u wouldn't use it next NP?
We don't have info on Rej unfortunately & we already have our lynch target, but based on what i just said, i'm changing my reads about him, he really could be Scum & was your target