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Although bridging is configured on the DLR the bridging actually takes place on the ESXi host on which the control-vm runs, so there is nothing distributed in this feature. What the document means is that for the subnet being bridged the default gateway cannot be the DLR itself. Since bridges are usually used to connect physical endpoints in the same L2 domain as VMs in the overlay, the most common approach is to keep the default gateway in a physical router or switch.
The DLR can be the gateway for other logical switches, just not the one being bridged.
You are right, earlier version never supported this. However new versions of NSX , does support this feature. One classic example is - having Virtual Workloads and physical workloads in same chassis which demands L2 and L3 with other workloads. Rather than keeping Gateway at Core (based on network design) ,it is better to keep it in DLR. That way we achieve optimized routing and bridging as well.
Thank you both for your help! Then, in recent version of NSX (staring from 6.2) the L2 bridge can be used as a gateway for the VXLANs/VLANs being bridged. However, for previous versions, a router should have been used!