If you have a SCOM 2019 Management Group (all your existing management servers etc.) then I’d install a SCOM 2019 Gateway Server. I don’t think there is any benefit to a SCOM 2022 Gateway (the time to upgrade later will be minimal).
Having a SCOM 2022 Gateway Server reporting back to a SCOM 2019 Management Group is almost certainly not supported although unless you are on extended support then SCOM 2019 is now out of support. Whether it will work? My guess is yes but I’d try it out in a test environment first. And be willing to accept the risk that I might come across issues later.
But I’m back at my first question - what is to be gained?