You are right. If you wear gloves, they should be sufficiently conductive so that their surface does not retain a charge, which gets discharged through you to your connection to ground.
The purpose of all ESD precautions is to get everything at the same potential. It doesn't have to be 'ground', but that is the most convenient level to choose. So insulators have no part in this, they allow potential differences to exist. Conductivity is what's needed. If you need to use a glove, to protect components from skin oils and salts, then wear plain cotton. The cellulose fibre they are made from retains some level of moisture (there's no magic to being 'natural') which renders them slightly conductive, sufficiently so for ESD protection purposes.
Conductive gloves will not work for ESD protection by themselves. They need to be used as part of a full system that includes getting you, your worktop, your tools and all components at ground potential, and keeping them there. Wriststrap, conductive benchtop, both connected through safety resistors to a common ground are needed. Tools and conductive bags and tubes get grounded when placed on the bench or handled by you.
While it's true that adding extra resistance in series with you will reduce the level of current that flows from a charged you into a device, it's not the right way to do it. The right way is to avoid you being charged in the first place. Think of insulating gloves as seat belts / airbags, and not being charged in the first place as driving so you don't crash into things.
My heart sinks at work when a colleague approaches me, holding a circuit board that's intended for me, that's not in a conductive bag. Often they are gingerly holding it by some insulating part, apparently knowing there is an issue, but not knowing what to do about it. I make a point of touching them first to minimise the ESD problem they have caused, male or female, intern or CEO. Get at the same electrical potential, then pass the sensitive item. If it was insulated from them, then I find a large ground feature on the board, connector shells for instance, and take it by that, so that any current flows to a robust rather than sensitive part of the item.
This error happens because people do not understand the number 1 goal of ESD protection, everybody and everything stay at the same potential. People peddling insulation, or denying that charge accumulates on an insulated person, do not help.
Unfortunately, ESD unsafe practices are just that, unsafe, they do not guarantee failure. In fact, most people employing unsafe practices will get away with it all the time, and all people will get away with it some of the time. This means that failures are rare, and difficult to identify with specific times when they occurred. In industry, we need all the people to be working safely all of the time, which is why there are working practices which can at times seem a little draconian.
Best Answer
Bad plan because:
no one does it that way because it is not needed
you could cause other problems by making extra connections
The best way to do this is like in your picture but without connecting anything to the graphics card. Personally I would also not connect anything to the PC case because if you place it on the ESD mat, it is sufficiently grounded already.
You're worrying too much about ESD like many people do who do not understand ESD.
A graphics card by itself is not even that sensitive to ESD, you'd have to do crazy things to damage it by ESD. The same is true for the PC's motherboard. With your wristwrap + ESD mat and proper grounding I don't believe you are even capable to destroy anything as no charge buildup can occur.
When you pick up the graphics card and it is charged, it will discharge via you and your ESD wriststrap. You can also place it on the ESD mat and any charge can flow away.