At the risk of stating the obvious: market gaps are a problem only when the market maker is holding a position and the market gaps against them. So the gap problem is really an instance of a more general problem: inventory management.
The market maker's goal is to profit from the bid-ask spread. They prefer to be flat, but at any given moment, they could be holding some inventory, waiting to unload it. The market can go against them at those times. It could move slowly or it could move quickly. But if the market makers cannot unload their inventory profitably, they'll lose everything they gained today ... or more. In a gap market, the probability of unloading inventory profitably falls dramatically.
In short, inventory management it critical for risk management.
My market maker friends say they are "picking up pennies in front of a steam roller." They make a little profit on each transaction; they get crushed when they're holding inventory and the market moves against them.