I'd argue that if there is any gateway effect, it's solely related to the propaganda taught to the public that falls apart once you've actually tried some of them.
I don't think there's anything inherent about the drugs themselves that would drive you to try anything stronger. It's more that the misinformation makes people think "if they lied to me about this, what else were they lying about?" after trying something like weed and realizing it doesn't turn you into a psychopath or make you want to jump out of a window.