Permissions in SharePoint work differently than on a file share.
Sharegate will let documents or folders inherit their parent in SharePoint if there is no custom permission in your file share. If it does find a custom permission for any given item, it will create the file or folder with broken inheritance in SharePoint, and all the permissions (even the inherited ones) will be preserved. However this only applies to the standard permission level. Any special permission level used for a user or group will lose its permission.
As an alternative, you can go into the files on NTFS drive and right click to select Properties.
Click Advanced on the Security Tab.
From here, you can see all the permissions are inherited from a parent. To preserve the permissions, you must add a custom permission (can be a dummy permission), or you can disable inheritance on that file.
Now, when you import that item from a file share, the permissions will be preserved.