Forgive me for answering your question differently than you intend, but I think there is a confusion of terms. What you describe wearing is not formal wear. Formal evening wear is white tie and tailcoat. Semi-formal evening wear is black tie, also called a tuxedo. You propose wearing a dark suit, once called a lounge suit.
With actual formal wear, you wear white gloves; preferably kidskin, though white cotton is also acceptable. You do not wear them with ordinary suits. The retailer contributes to this confusion of terms, because only their white gloves could be considered a formal glove (Though the style isn't correct.) and the balance are just leather gloves. If you wish one of these, and only intend to wear black shoes, either the black or dark grey gloves would be fine.
Personally, I prefer some shade of oxblood (Darker red-brown) for versatility. And, yes, they can even be worn with black shoes if they harmonize with the rest of what you're wearing.
