BIP32 wallet sync with Bloom filters
The reason you pre-generate some forward keys is to avoid the situation you describe, if you only looked ahead one you risk missing a transaction in the current block (the order of the transactions in the block are unrelated to the order of your keys). 

The term "gap limit" refers to a parameter of non bloomfilter SPV clients which do look ups by querying an address based index on a remote peer. The gap limit is the end stop of the current wallet state, when the scanning wallet sees 10 empty address results in a row they decide that's probably the last used address in the wallet and give up generating further. If there wasn't a gap limit in place they would search unused addresses until the end of time (or 2**128, which ever came first).