Why govern them as one layer
Requests don't stay in one lane - your gateway shouldn't either
A single agent action can cross all four surfaces in one call: an agent (Agent Gateway) calls a model (Model Gateway) to decide what to do, reaches a tool over MCP (MCP Gateway), and that tool executes against an API (API Gateway). Govern these separately and you get four audit trails that don't connect, and a policy you have to set four times. Govern them under one layer, and a single rule - a masked PII field, a blocked model, a revoked key - applies the instant you set it, wherever in the chain it would have mattered.