Mosfet gate resistor vs Gain
Of course the gain will change when R1 is increased but this will only be more obvious at higher frequencies. This is due, in main the to gate-source capacitance - it will form a low pass filter and reduce the signal seen at the gate as the inputted frequency increases.

Looking at the data sheet for the 2N7000, it has an input capacitance of typically 20pF and with R1 at 10kohm, the 3dB point will be about 800kHz.