For many, OKRA, that spiny and slimy pod, is the only way to thicken a gumbo. Okra not only thickens a gumbo; it adds flavor. It is usually sliced and then sautéed with what many consider the holy trinity of gumbo-making: onions, celery and bell peppers. Okra gumbo has a subtler flavor than filé- or roux-based gumbos.
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Frozen okra sometimes releases the mucilage more readily, presumably because the structure of the plant has been disrupted by the ice crystals formed during freezing. This might make it unappealing when eaten on its own, but if you're making stewed okra or gumbo, where it would all have come out anyway, it doesn't make any difference.