Fuel is mixture of various hydrocarbons. Some of those hydrocarbons have low boiling points and hence will evaporate pretty easily, others have much higher boiling points - and those are the ones that just hang around and you keep smelling, especially if you have a sensitive sense of smell. The heavy hydrocarbon "ends" won't flash very readily, it's the low molecular weight ones that contribute mostly to gasoline's flash point.
Well, the bottom line is - it's very difficult to remove a gasoline smell because there are some hydrocarbon components that just don't evaporate very readily, especially in cold weather. If the gloves are a synthetic knit or another material that will tolerate water and detergent, you could try soaking them in in a container w/ lukewarm water & detergent, and if you're not worried about how the material will react to the water or detergent, maybe even pretreat them w/ a more concentrated solution of water/detergent. You need the detergent to get the hydrocarbons into the water. I wouldn't wash them in the washer because the agitation and spinning might stretch the material and it may not return to original shape. I'd just gently wash them by hand and then go through several water rinses in the same manner.
If the gloves are wool, washing will probably shrink them, unfortunately. You may have to wait until summer and hang them outside for a few days when the weather is nice and hot.
I never wear my good gloves when handling fuel, I keep a "yucky" pair around for refueling cars, snowblowers, or any fuel handling chores. Or I use a napkin or paper towel when I've at the gas station. Like you, I just can't stand the smell of fuel.
Good luck!