First, dry silica gel granules have void spaces and those void spaces mean there is a change in refractive index as light passes through. The milky white means there is a lot of reflection and scattering of light. This makes sense as air has a refractive index of ~1 and silica is about 1.4
As it absorbs water, the void space fills with water and appears more clear. Water has refractive index of 1.33 so not perfectly clear but much clearer than dry silica.
Gasoline hates silica gel because the polarity is so different (Gasoline is essentially a low viscosity oil). Anyhow, dry gasoline can interact more with the last bits of water in the silica gel more than it does with the silica - the last bits of water in the little gel particles can be extracted by the gasoline. Even though gasoline can only dissolve 0.02% water (max), the huge amount of gasoline vs water can pull some water from the silica gel. In normal conditions, very dry silica gel will pull water from gasoline but, if you add already hydrated silica gel to dry gasoline, the gasoline can pull water from the silica gel and make the silica gel appear even more "milky".