As I understand it, it's recommended to have at least one rigidbody per group of colliders. Moving a rigidbody is also faster than moving a collider, so if you happen to be moving panels around, slap a rigidbody on them. The reason you don't get new rigidbodies on child panels is because you already have one rigidbody in the hierarchy. If you remove the root's rigidbody, your child panels will start getting them.
As for gravity, check your rigidbody settings. All rigidbodies used by UI should be kinematic = no gravity.