Google Tag gateway gtm script

I want to use google tag gateway and everything works so far, but I am wondering one thing: currently, both the gtm-script and the first-party script get loaded. The gtm script is included in the site, so this on first sight isn't weird. But what is the expected behaviour? Should cloudflare replace the default script?
This is not explained in the docs unfortunately, so I'd much appreciate guidance on this 🙂
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