Yes the Game Gear has regions despite having no region lock. I would be surprised if there is not already a list of games that are affected by the region of the GG they're running on. For example I was glad to play Tails Adventure with the JP cart, but because I have a US GG, the whole game ran in US mode. Couldn't muster any info on the topic of how to set the region of a GG either.
If I'm not mistaken someone on this very forum spoke of Ristar or some similar adventure game that had an entire game section missing unless you ran the cart on a JP GG.
Other carts are likely equipped in the same manner some Mega Drive carts were, detecting the region of the console and loading the ROM content accordingly. I wouldn't be surprised if the GG Bare Knuckle games also do this.