Should I remove rust from my gas meter?
No. The rust is inconsequential and those pipes will likely outlive the gas meter equipment itself. The reason that the rust is at the threads is because the threads are not painted well on purpose; it prevents a good seal when they're putting the gas meter together. 

Depending on your gas company's policies, painting the gas meter could be a violation of your customer agreement with them. 

Using evaporust, CLR, TSP, or some other cleaning agent on the threads could dissolve the pipe dope and cause a leak. I would leave it alone.