No, you should only have to do the port forwarding on the Asus router. IP passthrough isn't set up correctly. If it was, your router's WAN IP address would get the IP address that the AT&T gateway has and all traffic (other than the traffic AT&T decides not to forward through the gateway's firewall). I don't have an AT&T gateway to play with, but if you'll post a screenshot of the IP passthrough tab, perhaps we can sort it out.
It's also possible that you do indeed have the IP passthrough set up and are just, unnecessarily, forwarding the ports on the gateway.