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It's just a work around.
We do have a Work Item for official gMSA support, but it hasn't been implemented yet. After changing the account in Services.msc, you still need to run through the PI Web API Admin Tool to grant the necessary permissions to the account. The reason for changing to gMSA via Services.msc is that then the Admin Tool won't ask for account/password combination so it'll be able to finish (and therefore grant necessary permissions to the account).