Also a side note (op), not ride on gravel? Really?? I thought a horse with good hooves should have no problem walking on a gravel road. I am confused as to why you are telling me not to?
As for the gravel business, I suppose 'should' is the operative word. IF they FIRST have healthy feet, well developed heels & IF they're well conditioned - eg. They live on that footing & get lots of exercise, or at least they're exercised on it daily & not kept in damp, cushy paddocks otherwise, then yes, they can well be fine bare on gravel roads. If they haven't got great hooves or if they haven't got the appropriate environment & lifestyle, then they may always need extra protection.
Think about your own feet - you may well be used to going everywhere bare in summer, but at the end of winter, your bare feet used to carpeted floors & warm boots, you're not likely to be comfortable running bare down a gravel road, regardless how sound & healthy your feet may be.