there are two parts to this post
A. revenge killers don't need to directly punish gallade / gallade's team for switching out
B. asserting "xyz isn't threatening" doesn't make sense
part A -- in a perfectly damage calc based world, I agree with LN's idea that a revenge killer must be able to punish Gallade for switching out. however, there are a few real world consequences to switching out independent of whether you get hit by the revenge killer or not. these factors are all relatively insignificant on their own, but can easily add together to prevent gallade from sweeping again in the same match.
1. entry hazards -- 6% from SR and 12% from each layer of spikes (which are much more common with froslass now) adds up pretty quickly.
2. damage accumulated while setting up -- setting up on relatively weak attacks like milotic's surf (lets just imagine gallade swords danced as it got hit by surf, then close combatted mismagius and shadow sneaked swellow to set up our revenge killer /check scenario) means gallade is losing 20-30% of its HP.
3. life orb recoil -- 10% per hit. duh.
4. you are scouted -- your opponent knows gallade's moveset, gallade's item, etc, which means they know whether to attack or status gallade the next time, and whether weezing or spiritomb walls it. most importantly they know you have a gallade so they will keep their checks and counters alive.
all of these contribute towards "gallade's inability to set up again in the future and sweep". one layer of each entry hazard alone and one round of life orb recoil puts gallade at 52.5% after its second switch-in. even assuming it didn't take any damage setting up the first time (such as a milotic's surf for 30% or however much), it's relatively low on health and can be KOed by a relatively large range of pokemon. the concept of scaring something out and swords dancing on the switch no longer applies when almost everything can ko you, which means it's essentially a guessing game as to whether you should sd (and potentially die) or attack (and most likely lose the potential for a sweep). once you've revealed gallade it's a lot harder to set up again because your opponent knows you have it and probably knows your moveset and item. even if gallade switches out of a revenge killer, these factors means that frequently, this means the revenge killer will have accomplished its goal -- i.e. stopping gallade from sweeping the opposing team.
part B -- the idea that certain revenge killers aren't threatening is a logical fallacy because it assumes that certain pokemon in your team are alive. what if their ambipom 2hkoed your rhyperior earlier in the match with cb low kick? what if swellow uturns to azumarill and your water resists are weakened or fainted? the two situations i've created are hypothetical, but are no more hypothetical than saying "well swellow isn't a problem, i've got a rhyperior". it's just as easy to say "your team is weak to this revenge killer! surprise!" as it is to say "my team beats this revenge killer hands down", and both statements are equally incorrect.
plus, this relies on the assumption that gallade's revenge killers must all fit a certain narrow mold. cb azumarill, arcanine, nidoking, moltres, leafeon, scyther, sceptile, ambipom -- basically everything faster and is has strong physical attacks or can hit it super-effectively on the special side and is not weak to shadow sneak can be a revenge killer, not just choiced normal types and swellow.