Hi lerrmontov,
The reason for not putting on the gloves before splashing is that some of us need the extra dexterity to do things that are difficult or impossible to do with gloves on our hands. For me it is slinging a pony bottle to two D rings because I dive solo (no dive partner) and am required to have a redundant air source or the dive operator gets a bit unhappy.
You seem to have a pretty big dive count, so I'll have to give you the benefit of the doubt on this one, but...
1) Every time that I have splashed with a slung bottle (pony, deco or bailout), I attached it on the boat or shore. It's certainly harder to do that on land than in the water, and sometimes for the sake of expediency the crew will help me attach a bottle, but I wouldn't want to have to attach it on the surface after splashing, especially if there was a current. I don't get in the water unless I am ready to dive.
2) Not sure what kind of gloves you are wearing, but using either heavy wet gloves or dry gloves I have always been able to do things like don and doff a slung bottle, connect and disconnect an LP hose to my dry suit or wing, etc... I think that's actually a necessary skill for any advanced diving training. The only time I heard of a diver removing his gloves was when someone on our charters needed to dump air from his dry suit because of a malfunctioning dump valve - he had to pull his neck seal, and that was hard to do with heavy gloves. Other than that, your bolt snaps on your pony bottle should be big enough for you to manipulate with gloves on.
3) I know that sometimes you need to get deep fast, but I personally never splash without a full wing, then I dump gas to sink once I'm OK on the surface.