Here's why:
* "Fill in" is a phrasal verb meaning to add information or complete something that is missing.
* "The gap" refers to a space or an area where something is missing.
Therefore, "Fill in the gap" is a common phrase used to express the idea of completing something that is missing or incomplete.
"Gap" on its own could be used in some contexts, but it wouldn't make sense in the phrase you're asking about.