"You must not" means "you are not allowed to". ;p

I wouldn't play it on the gateway even if I had one (together with an extra 4.5 3DS which just isn't happening for me).
The only purpose I would buy it for is to play games that don't have european releases like Digimon World RE: Digitize decode, Attack on Titan, Rune Factory 4 or Yu-Gi-Oh! Zexal (even though the YGO game would suck without japanese reading skills). God even Shin Megami Tensei 4 doesn't have an EU release.
I would of course first import  the game before playing it on gateway. Did the same with Grandia 3 (PS2) on the Emulator. That way it's legal I support people I want to, feel less guilty and am more motivated to actually play the game.

Also I think the game gets released on Easter Holidays, like last year.
Which is great because by that time I should finish every 2014 game that I'm waiting for. The only 2015 Game I am waiting for is, well, MH4U, Digimon Story Cyber Sleuth and Phantasy Star Nova (that is hopefully going to get released at least in NA).