Allies shuttling through Gib is good to keep the axis guessing where your going (France, Italy, N Africa, Norway, or Denmark). They have to defend (or set up counters), for many different territories or block out several sz’s to stall you.
The problem with Gib is that if you want to go north to Norway, the axis can normally block the US from landing there (dd sz110, or 104), and will delay the Norwegian amphib. Iceland is a good alternate route to the Scandinavian north (have done it), but once you go there full force the cat is out of the bag. A UK naval base at Iceland right after the US fleet arrives could catch the the axis off guard, plus the Luftwaffe can’t reach the Iceland sz 123 from their base in W Germany.
You can reach Norway w/o a NB, but the NB gives you farther reach, possibly forcing the Germans to sacrifice ships to block you in a couple sz’s in an attempt to stall you. The Germans could also have Norway fortified, and few transports in the Baltic to counter attack your landing. You always have the option of going to England though to add to the combo fleet, or set up to kill off the Baltic fleet.
Most go to Gib, but I like to test out different strats too. I have gone north Atlantic in the past, and It can be very effective forcing the Germans to use resources up there. It is also a good launching pad to aid Russia.