The model ex_arg_code_ref supplied as part of the example already has gainArg defined in the model workspace. You could ascertain this by navigating through Model Explorer > Model Hierarchy > ex_arg_code_ref > Model Workspace. Here, you would find gainArg already present and there is no need to create it again.
While following the example workflow, if you click Explore, you can view the same. Note that the Create option comes if you try some new variable, try using gainArgNew and then follow the example workflow to create one.