We don't know for sure that the MCU version of the Infinity Stones require a gauntlet at all - the one sitting in Odin's vault could have been simply an easter egg for fans, much like the other artifacts seen there.
As far as I could find, no one from Marvel has commented on either the Gauntlet or The Eye of Agamotto, which will probably tie into the upcoming Doctor Strange movie. Therefore, any answer to the question of the gauntlet will require speculation on our part. From the comics we know that the gauntlet itself (below, at right) has no innate power except when combined with the gems. It's simply a vessel used to contain and control the immense power of the six stones.
That said, it might also explain why
Odin didn't want the Aether on Asgard. Despite the recent incursion by Dark Elves, Asgard is one of the most heavily defended places in the universe. Even so, having the gauntlet plus TWO of the stones in the same place would be just asking for trouble.
Also, in regards to the gauntlet prop already having the "gems" in it, here's my opinion:
The Infinity Stones of the MCU seem to be energy-based rather than actual gems, with each one taking a different form. The "gems" we see in the gauntlet - IF the gauntlet is used at all - are very likely devices which collect the energy of each stone.
And one more speculation, just for the heck of it:
The Eye of Agamotto allows Strange to see anywhere at any point in time. How cool would it be to find out that the Eye (or the gem in the middle at least) is actually the Infinity Stone of Time, which is still unaccounted for as of GotG?