In the case there is more than one network interface on the Secure Relay server, Gateway may ask to bind a port on the wrong interface. In this case the following error will appear into Gateway's log:
SecureRelay failed to process request (Can't use a port range if no network interface has been set)

It is mandatory to specify parameter 'Outcall network interface' which the right interface.
This can be set into Configure -> SecureRelay -> select the router agent and click Modify -> under section Advanced.