Gilbert Quevauvilliers shows how you can use load balancing with Power BI gateways:
I always recommend for On-Premise Data Gateway installations that there be at least 2 Gateways installed.
The initial reason was to ensure that if one gateway went down the other one would be able to still refresh or connect to the DirectQuery or LiveConnection sources.
With the recent update where you can now control the CPU and Memory on each Gateway instance, this means that I am able to define a dedicated server to take more of the refreshing/DirectQuery/LiveConnection load. And I can offload secondary refreshing to the second server which might be installed on another server with multiple roles.
NOTE: In order this to work you must have the Oct 2019 version of the On-Premise Data Gateway installed.
There’s a lot of good information here, including one potential failure scenario.