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This RFE is now delivered by additional capability through which you can reset the CICS TG health to 0 before planned shutdown. Please see 9.3 KC for more details.
If TCP/IP load balancing is used, connections are shared between several Gateway daemons listening on a single TCP/IP port and creating a highly available Gateway group. This provides a single end point for client requests, regardless of the type of transaction being handled. Health reporting is an additional mechanism that can be used to influence the TCP/IP load balancing algorithm so that unavailable CICS servers are not used.
As the routing decision is taken by the TCP/IP load balancer, CICS TG has no control on incoming requests during the shutdown phase. However. we can provide an option to set the gateway health to zero. This will ensure no requests will be routed to the gateway. Then you can shutdown a gateway to avoid the requests failing with ERROR_WORK_WAS_REFUSED error.