I do what is called cold soaping, where I do not heat my oils and I actually cool my lye/water mixture down before I put them into my oils.
Some people put their soap mold in the fridge to keep it from gelling.
Hot process, CPOP and HPCP, should always gel because you take it past the gelling process when you are doing the hot or oven process.
From what I can tell so far with my soaps, it is just an effect of color but not necessarily of performance. Others that have soaped longer might be able to tell you the difference though, so far, I haven't seen a huge difference except color.
Southern Soapers has a pdf with some pictures on it to show the difference between gel and not gelled.
I hope that I explained that good, I know when I first started soaping, the terms were SO confusing to me and every time I explained it to my husband he got more confused. I finally had him sit down and make a batch of his own so he could see the whole process. I am still finding out new things every day in this forum, a lot of good information passes through here! lol