Romo trained with those gloves in TC so he'd be prepared in rainy games but doubt we were really prepared for all the rain we got. Read that we practiced in our inside facilities during the week before the game even though we suspposedly knew it was likely to be a wet field. Would have thought we should have had at least 1 practice session outside (if there was a rainy day in Dallas). Having said that Romo practiced with those gloves, I do believe last Sunday was actually the first time he used them certainly this season.
BTW: Based on Brees' "tape analysis" seems like Proctor's inability to keep the pocket clean (which Gurode does very well when he's in there) was a factor in Romo's play/offenses failures.