Node Gallery not using administration theme for its custom tabs
Generally, to declare a path as an admin path (and thus one that would open in the overlay/use the admin theme, etc.) you need to declare them using hook_admin_paths.

If this is the issue (I don't know Node Gallery, so I can't be more precise) the best would be to implement hook_admin_paths in the Node Gallery module and submit the patch on the Node Gallery issue queue.