Are you all right ?? Duronto Trains also skip cities like Allahabad & Agra in the same Zone. These Cities are WAY Larger than Gwalior itself.
Its quite normal and it's NOT an insult to your City or for that matter anyone's city. These trains were meant to connect end to end Passengers and only due to somewhat less patronage were technical halt converted into commercial ones. These trains are not at all concerned with intermediate stations.
You can't change truth by becoming emotional.
Duronto...
more... trains also skip stations like Surat, Vadodara (Ahmedabad ones) which ALSO are quite larger than Gwalior.