Each gauntlet is an individual melee weapon.
The Thunder Gauntlets state:
Each of the armor’s gauntlets counts as a simple melee weapon while you aren’t holding anything in it.
This indicates that each gauntlet is individually a simple melee weapon, each wielded in one hand.
So you can wield something in one hand and use a Thunder Gauntlet with the other, with all the benefits a Thunder Gauntlet brings.