add gateway in a different subnet
Multiple VPS and online server providers these days provide you with a gateway IP that is on a different subnet than the WAN IP. On pfSense, Forefront TMG and Untangle firewalls, I can add the gateway IP even when it's on a different Subnet, but on Sophos XG it's not possible which means you cannot use XG on any of those providers and you'll be forced to go for another solution.
Although this can be performed via advanced routing, the ideal option would be to have it supported out of the box during setup. A provider like OVH and SoYouStart are two examples of situations were this arrises.