When you state that Brian Gay's right forearm is on-plane at address, I think that you are only looking at a golfer who uses little plane shift and who swings along a plane that is just below the turned shoulder plane. That will mean that his right forearm will lie along that plane angle if he keeps his arms "straightish" at address.
However, that doesn't mean that swinging like Brian Gay is desirable or better than alternative choices.
For example, here is a swing video of Stuart Appleby.
He has a double plane shift swing - from the elbow plane to the turned shoulder plane in the backswing and vica versa in the downswing.
You will notice that his right elbow stays close to the elbow plane line during his entire backswing, but the right forearm moves off it during the later backswing. I think that the right forearm must always move off-plane during the backswing so that the right forearm flying wedge can end up being at a near-right angle to the left arm flying wedge at the end-backswing - like a strut supporting an airplane wing.
Jeff.