As you say Wardrobe Wizard does not convert gloves but we have not locked them out. If you look at one of my sample images you'll see Aiko wearing a V2 glove. It is a lucky exception and only presented as such but we have not arbitrarily deleted all the hand geometry.

An alternative is to use the original glove:-

Set the figure that will wear the glove in the zero pose.
Set the glove figure in the zero pose.
If the original glove figure contains both hands and/or other body parts set all but one hand invisible. For this example hide the left hand. (See tip below).
Select the glove figure's BODY and move it such that the right hand glove overlays the wearers right hand. You do not need to line up all the fingers,
With glove figure selected go to FigureSet figure parent and select the right hand of the wearer's figure.
Select the wearers figure and set the right hand and fingers invisible. (See tip below)
You can now pose the figure and the glove will move with it. To pose the hand select the glove and pose that.

Tips:
1)Remember that there are other ways to combine figures and clothing than simply conforming.

2. To quickly set the hand and fingers invisible open the hierarchy window and Alt+click the eye icon next to the hand. This will set that body part AND ALL OF ITS CHILDREN invisible.

Hope that helps.