The phone doesn't know anything about GW. From the phone's perspective it's "just another ActiveSync account" AFAIK, on trying to share e.g. a photo per IOS takes whatever is defined as "default mail account". If there's none defined it doesn't know what to do. As a sidenote, from my experience (having at least five AS accounts on the phone), IOS sometimes uses an account different from the default one, but as long as a default is set at all it at least sends...
That being said the next step would obviously be to manually add the GW AS account on a device without any traces of MDM. This issue is very likely totally unrelated to GW as such.