RM with gateway warning: "cannot load private key, thus cannot commit changes"

On a RM set up to use a GW:

$  cvmfs_server transaction   bio-test.data.computecanada.ca

Warning: cannot load private key, thus cannot commit changes

Gateway reply: ok

It seems like a spurious warning. Publishing changes works anyway.
Is it because there is no /etc/cvmfs/keys/*.key file on a RM?
Content publishers may be confused by this warning.

Thanks.