I have never heard or seen anyone using index matching gel with a connector inserted into a transceiver; even in an amplified network.
The transceivers are designed to work with Physical Contact (PC) connectors or Ultra Physical Contact (UPC) connectors; or as specified by the vendor.
SC-style connector for GBIC, XENPAK & X2 transceivers
LC-style connector for SFP, SFP+ & XFP transceivers
Hope this helps!