Probably because alcohol is legal. The type of person who would take a risk for a high is likely to take that same risk with any drug. It depends on what your "cost benefit" analysis of the situation is, and this is colored by many aspects including personality, temperment, family life, etc.
It's like an analogy I made earlier, dinner is not a "gateway" to dessert, but rather dessert just happens to come first. It's about the causal nature of the relationship. Does one lead to another, or does one just happen to come first.
There may be some good arguments against MJ, but "gateway drug" isn't one of them and only makes your side look silly.
But you did clarify things with your emphasis on the "risky" aspect of one's personality. I wonder what this individual would do if marijuana were legal -- go straight to hard drugs? Seriously, I think yours is an interesting theory, and I'm just trying to flesh it out.
There are people who like to drink. Some of those like to drink alot. We (the public in general) don't consider alcohol to be a "gateway" drug. And my question is, why do some consider marijuana to be a "gateway" drug? Again, I'm not saying it is, just why would people think that when they don't think that about alcohol?
Your theory is that illegality (and the associated risk taking) plays a role. It could. And if it did, then wouldn't marijuana likely be a gateway drug for that group of "risk" takers? Just a thought.