The topology you reference is fine as the inline mode doesn't explicitly require that the ESG be the default gateway (the Configure a One-Armed Load Balancer section makes a reference to that being a requirement only when the ESG and pool members are on the same subnet and you use transparent mode). The only requirement is that the ESG must be in the return path for all client sessions as direct server return (DSR) is unsupported so as long as you won't have any clients accessing the LB from other interfaces on the DLR (which could then forward return traffic directly to them and bypass the ESG) your topology works fine as the ESG is still in the traffic path.
Noting that the default gateway of load balanced servers should be the ESG (Load balancer) only when the ESG and members are on the same subnet like the below design:
But in your case and following your network design, it is correct and no need to change the gateway configuration.
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