RD Gateway bypass local address -- what are the rules behind?

I configured a RDS deployment with RD Gateway. All servers are in network xx.xxx.125.x.

I then select in RD Gateway to "bypass local addresses".

However when I tried to launch a desktop in broker, using laptop with network xx.xxx.125.x, it requires RD Gateway verification.

But when I tried to do the same in the same laptop but with another network xx.xxx.122.x, it shows no authentication for RD Gateway.

Anyone familiar with the RD Gateway 'local address' rules care to share some light please?

Thanks very much :-)

Regards,

Leon Li