It's interesting to note that Keegan Swenson won the '23 Unbound 200, the old DIrty Kanza, on Look Keo road pedals, that Matej Mohoric won the '23 UCI Gravel World Championship on Shimano road pedals, and Tadej Pogacar ran off with the '23 Strade Bianche win on Shimano road pedals as well.
As
Sierra_rider said, just depends on whether you've got to do any real walking and in what conditions. When it's dry, one can certainly do enough walking in road cleats without slipping and sliding around, particularly if outside and not on tile or hardwood floors. Dismounting to hop a road gate, or to scurry off to the tree line to take a pee, are things road shoes can do just fine. Even when it's '23 Unbound 200 wet and sloppy, road shoes do good enough to win.
Around where I ride, the gravel roads are all passable by riding, even the double-track, so I don't have to walk any more than I do on a regular paved road ride, and so I use my road shoes and pedals mostly, although I do use SPD kit in the winter if ice might be an issue, just to have a little more stability.
In all, I doubt there's much to be had either way, so pedal selection is probably more about running what you've got, running what you like, and knowing whether you're actually gonna be riding or hiking.