The reason in this particular instance for the 4000 initial restriction of 26 at gatwick is to position you under the minimum vertical profile of the heathrow dvr sid which is required to be 5000+ around epsom. If on first contact you are told to MAINTAIN 4000 feet then that is what I would expect you to do. If you report, as you should, your cleared and passing altitude when you join the party and I don't tell you otherwise then I would expect you to follow the step climb profile. The major problem is that some pilots (particularly from across the pond) report their cleared level as the final altitude on the sid although they are only climbing to 4000. The other interesting point raised is that if you are given a heading by ATC then technically that DOES remove the vertical restriction as you are being taken off the SID. you really should be given a level instruction with an initial heading even if only to maintain the sid level but this is greatly disputed among ATCO's, some do and some don't. It is up to ATC to be as clear as possible, if it is not clear then ask, if it's too busy to ask then don't do it !!!