It isn't a glove but a mechanical arm. In chapter 946, Queen's brachiosaur form randomly loses and regains his mechanical arm within the same event:
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He's first smashed into the ground by Big Mom while having the arm.
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Inmediately later he's grabbed and shaken by her in a panel in which he doesn't have the arm.
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As he's thrown to the wall he has the arm again.
This is just one of the two huge mistakes Oda makes when drawing this character. The other one is that he constantly forgets to draw the moustache. In one panel he has it, in other he doesn't. It literally appears and disappears while headbutting Big Mom. And it doesn't just happen in Zoan form. So odds are it isn't a glove but a mechanical arm (Queen seems to be into technology too, after all, and it would make sense for him to be a cyborg) and Oda just forgets how to draw his character just like with the moustache.