can you add an nsg to the azure virtual network GatewaySubnet?

Through the portal it shows the option but won't let you really add an nsg to it but via powershell I was able to added an nsg to a new virtual network but the GatewaySubnet doesn't appear in the gui only the default subnet shows .  If I query the subnets via powershell it shows the gatewaysubnet with the nsg attached.

My best guess is that the nsg thats applied to the invisible gatewaysubnet won't really work.  does that sound correct?