The main benefit of using an HLR Gateway is one of cost. It is far cheaper to initiate an HLR lookup than it is to send a text message to someone who never receives it. It also greatly simplifies payment and billing procedures by reducing the number of errors triggered by customers with inactive or invalid numbers, but who are still in your database.
There are other significant benefits too, including:
Check if a number is currently active, absent or unknown on a mobile network.
Check the MCC and MNC numbers of a mobile number to see if a it has been ported to another network.