You just made no sense.
Look, if you have a bronzong lead, lets go over the main possible scenarios.
1. SR/Hypnosis and deoxys switches - You did your job.
yep, this is what happens.
2. SR/Hypnosis and deoxys taunts - You lose a turn. You can then...
a. Switch, fearing magnezone.
you lose a turn, which is what you said is bad about gyro balling from the beginning.
b. Stay in and earthquake (safe and threatens both deoxys and magnezone)
3. Gyro Ball and Deoxys taunts - Awesome, great damage.
what I proposed you do
4. Gyro Ball and Deoxys switches - Moot damage, may have wasted your lead.
chances are deoxys is an anti-lead meant to beat stuff like bronzong. why would he switch out of what he's supposed to beat? if his deoxys feared bronzong that much, when it's what he's meant to smash, he'd use a different lead.
So it's NOT a pointless move.
Sure, you MAY have a taunted bronzong, but the end result of the scenario is one of three things.
1. You have stealth rocks on the field, or a pokemon is asleep.
but almost all lead deoxys are meant to taunt enemy bronzongs, so this just about never happens
2. Deoxys is hurt really bad.
this is the best scenario, unless they don't taunt and you hypnosis
3. Either deoxys taunted your setup or they switched into your gyro attempt and the switch-in threatens you.
and this is what happens when you try to set down sr on turn 1
Given those options, I would MUCH rather have stealth rocks hit the field. If I get taunted, no big deal, it's the same as if he just switched and I used gyro ball. Magnezone is pretty much going to rape you regardless of what your first turn move is, unless it is a switch. If I were to lose my bronzong to magnezone, the best scenario is to lead with stealth rocks.
If your opponent sends in magnezone turn one, you were screwed either way, but using rocks will set you up later, or hypnosis can setup a kill.
If your opponent sends magnezone in turn two after taunting, you can threaten with 4x Earthquake for deadly damage on the switch.
if magnezone switches in on gyro ball, you can just as easily set up rocks while he kills you, so your point is moot. not too many people switch in magnezone unless they get a free turn or sleep clause is activated, so that maggy doesn't get slept or killed, so you're pretty safe on turn 1.
I don't see what the problem is.
It's a simple risk reward system, that if you analyze it, you can see what the obvious choice is.