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I had the same question. The PID parameters are optional if you are using gazebo_ros_control. The error comes because when initializing RobotHWSim, the robot_ros_control tries to load the pid_gains. The source code and corresponding comments are here.

Basically, if pid parameters were found, gazebo_ros_control will use pid controllers in ROS to control the joints (velocity or position) by effort. Otherwise, the joints will be controlled with gazebo methods.