Since all fluids become less viscous with rising temperature, you are correct in your assumptions. However, the amount of the effect is almost impercptible. You also have to consider the effect of heat on the compliance of rubber bushings, tyres and other factors.
Gas shockers still have oil in them. The gas acts on a diaphram that sits on top of the fluid and is intended to stop the fluid frothing under heavy use. 'Frothed' fluid is a lot less viscous than normal and the damping action drops dramatically.
It is (or was) possible to buy non-gas shockers that are adjustable. Koni, Armstrong and Spax all produced adjustables long before gas filled shockers were available.
Gas shockers have been standard on MBs for a long time. Bilstein are generally considered the best, and these are OEM in most MB applications.