Playback with gaps is intentional. Missing gaps can be very annoying. Try to copy a fast faced album and remove the 2 seconds between the tracks. It's horrible. However live albums are meant to be gapless so you have one long stream divided into tracks like chapters in a DVD so you won't notice the switch (at least on good CD players).
Another thing with gapless playback it loud clicking noise when songs are changing. It's a shame, but many Audio CDs were not mastered correctly to have a zero crossing at the start and at the end of the track. An intentional gap allows to add a transition to 0 dB after the song ended.
If you really need gapless playback for a live album, you can set the ga for specific tracks in iTunes.
Another thing with gapless playback it loud clicking noise when songs are changing. It's a shame, but many Audio CDs were not mastered correctly to have a zero crossing at the start and at the end of the track. An intentional gap allows to add a transition to 0 dB after the song ended.
If you really need gapless playback for a live album, you can set the ga for specific tracks in iTunes.