I have little experience in not romancing Gale but apart from what Ahania already wrote, you can also initiate flirtation with him during the tiefling party. He also usually asks you if you are even interested in sex before the scene under the illusionary sky (The whole bit about the excitement of battle.) and all his dialogues that are vaguely flirty have a very clear "I am not interested in you like that" option along with the more flirty replies. If you didn't have any flirty interactions with him before that, it's probably a bug because there definitely also is a friendship version of that scene.
