I don't use a case with mine. I have it strapped to the camera gimble. Other than protection is there an advantage to using the case.
I would not recommend using it in a gimbal if you are also using it for FPV. The view that is sent back to you will always be leveled out and it will be much more difficult to fly since you won't have a real feeling for what the copter is doing. Another downfall for using your GoPro for FPV is that you can only capture video while doing so, no stills. The live output will pause every time it snaps a still rendering it useless for FPV.
Personally, I set mine up so that I have the GoPro as well as a dedicated FPV camera. The FPV cam is small and lightweight, plus it only cost about $70. I have it attached to a remote switch so I can toggle back and forth between the cameras on the live stream. Usually, I will fly into position using the FPV camera, then switch over the the GoPro so I can see what shots are being framed. I'll then switch back to FPV camera for any additional flying I need to do.
You can find a video switch as well as FPV camera's at
www.nghobbies.com for about $100 total. Probably the best $100 I have spent on my copter tbh.