It's coined in context.

Really I'd say it is coined by Gary Marcus. At least that's who I first heard discuss it.

I don't see it. Did they mean "uncanny valley"?

Kinda. The gullibility gap more refers to the fact that it is really easy to believe the machines are smarter than they are because they can perform tasks that nothing but humans can do. With the exception of maybe parrots there's no other creatures that can talk so we associate this with intelligence. But I think it is rather naive to believe that the ability to string together reasonable sounding text is actually intelligence. There has yet to be a demonstration of these algorithms actually understanding things.

What sort of demonstration do you have in mind?