There was another topic
about this a while back: doesn't look like anyone ever found any gloves, though (unless I just missed it).
Aye, that's why my suspicion is that the gauntlets are inside the locked sarcophagus inside Braccus' Vault. The more I think about it, the more I think that either
A) there are no gauntlets whatsoever
B) the gauntlets are inside that tomb that can't yet be opened due to a bug/error/whatever (unless the latest patch has fixed it?)