First off, never assume that you are corresponding with a "lady". Many Leolist ads are run by offshore (think Nigeria) boiler room operations.
Consider ANYONE asking for a Gift Card of ANY sort, in ANY industry/business is a scammer.
And consider the implications of e-transfers, aside from the primary one of simply sending your money to a scammer who now knows your email address, your phone number, your name and that you are a proven SUCKER. You open yourself up to being outed, if not blackmail/extortion.
The P4P / Sex business is a CASH business for a reason.