Are you sure? I erased the serial flash quite a few times and that certainly did not erase the bootloader†. Also, from another topic:
Of course, this does not mention pressing the Mode button while booting, but also does not mention the need for a PICkit in case of failure.
If holding down the mode button can indeed erase the bootloader then I feel the instructions should be removed from TTN Gateway - FAQ altogether.
† I even think it did not erase the factory firmware, according to my January 18th and January 25th posts, where I only got updated firmware on February 6th, so would not have had an SD card inserted to re-flash the firmware in January, I think.