fix(gateway): handle SUBSCRIPTION_* events correctly

[shiftinv]

Summary

Followup to #1258, unfortunately missed it there; this makes the already documented on_subscription_(create/update/delete) events work as expected.

Checklist

• If code changes were made, then they have been tested
  • I have updated the documentation to reflect the changes
  • I have formatted the code properly by running pdm lint
  • I have type-checked the code by running pdm pyright
• This PR fixes an issue
• This PR adds something new (e.g. new method or parameters)
• This PR is a breaking change (e.g. methods or parameters removed/renamed)
• This PR is not a code change (e.g. documentation, README, ...)