Gay seems to want to be on the field with Davis and Werner at the same time. He doesn't seem to want to replace Werner.
Gay looks like he might be good enough in coverage for Allen to use him as a hybrid LB/Safety in the packages he normally uses a hybrid Safety/LB. That would be better against the run and Gay supposedly is great at keeping running QB's in check.
Maybe Allen will run 3 line backers more and 3 safeties less. That may be why Gay appeals to them and why he signed with the Saints.