It's not an expression that I am familiar with. What was the context he used it in? Was it meant negatively? Isf so, then could it be that when men are away from home, their behaviour might be worse?
"A Gentleman of the Road" is a tramp or vagrant. A homeless man who relies upon the charity of people to survive and sleeps under the stars. The term is a romantic one, and is contrasted with a vagabond who may steal. A Tramp is a more neutral term.
gentleman on the road 
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