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Well, talking about bitcoin original value is kinda pointless as what you receive is actually an rgbBTC token backed by real BTC stored in a multisig, so when you peg-in 1 BTC, you get 1 rgbBTC (minus fees), and peg-out 1 rgbBTC -> 1 BTC.
With this in mind there is no way how you can end up with "any gains/losses while using rgbBTC", the only way rgbBTC is minted is through the peg-in process, so amount of rgbBTC tokens in circulation is always equal to the amount of tokens held at the multisig/multisigs owned by rgbBTC issuers. You can of course transfer tokens to other party, and then you can only peg-out the portion you still own (with the remainder redeemable by the other party).
Like you wrote - rgbBTC issuers (multisig participants) are incentivized to behave honestly by having to post a stake/bond in an RGB token that can be slashed in case they misbehave.
We were also thinking in the direction of using BitVM and having the stake/bond be in native BTC. Imagine you have 2/3 threshold multisig wallet, where every participant has to deposit e.g. 1 BTC in stake/bond, this 1 BTC bond is locked up in a BitVM between him and 2/3 supermajority of other stakers. In case that any staker misbehaves, the supermajority can slash his stake/bond by proving his action in BitVM. The advantage of this is that the staking/backing token is bitcoin and therefore you are not exposed to price volatility risk, or counterparty risk (like what would be the case with USDT). The disadvantage being that you need a supermajority of stakers to slash a staker.