Default gateway for management have to be configured via CLI if DHCP is not used and Controller is not in the same subnet as SE.
NSX-T Cloud
In NSX-T Cloud ,Default gateway (if not coming from DHCP) has to be configured in the management VRF (not available through the GUI).Please follow the steps below:
Login to Controller CLI:
>switchto cloud <nsx-t-cloud name>
>configure vrfcontext management
>static_routes prefix 0.0.0.0/0 next_hop <next hop ip > route_id 1
>save
>save