Well, there's already a gallery in the main menu where you can view all of the scenes. Admittedly, I don't remember if it only comes up after beating the game, but I think it was already there. Unfortunately, you can't change your armor here, meaning you'll be stuck in the default green (which sucks because the other armors are cool).
If you're talking about the gallery in the base, yeah, I think you need to have not gone into the final mission, using the gallery in there. I think that's the only way you can use the gallery with the other armors?
By the way: I think you can actually just fully adjust the difficulty at any time; in the pause menu, everything below the BGM and SR are literal cheats, from damage multipliers to more.