Hi,
The installation of the ATA Gateway or in your case the ATA Lightweight Gateway on the domain controller, does not install or require IIS.
Here is a list of components installed:
The following components are installed and configured during the installation of the ATA Gateway:
https://docs.microsoft.com/en-us/advanced-threat-analytics/deploy-use/install-ata-step4
HTH
ATA Customer Experience Team
Gershon Levitz [MSFT]