Theory is that they both reached ninja status through some "special way".
For example, Lee can't mold chakra outside his body, but he is an taijustu master, so that's how he became ninja.
For Gai, it could be the same reason or maybe it deals with opening gates capability.
OR........
Gai and Lee got customized foreheard protectors.
Edit: OOORRRRRR
Homosexuals get red forehead protectors. Since Gai and Lee are the only gay ones, that's why they wear them and no one else does.




j/k on the last one btw.