Multiple devices that are not mine using MoCA to connect to my gateway

Yes, if you use an Xfinity gateway you need an MoCA Point of Entry filter.  There is no security in Xfinity's MoCA version.  Without it, you are vulnerable to your neighbors exploits, maulware, data/privacy loss, and worse -- legal problems you can encounter from your neighbors internet activity. 

If you have no MoCA devices yourself, like a coax connected TV cable box, you can immediately try to disable MoCA with the admin interface on your gateway at http://10.0.0.1  username/password is admin/password unless you changed it at some point.  People report it may turn itself back on, either from an MoCA device being present on your coax, or a firmware update or gateway reboot.   The filter can go on the back of your gateway if you have no MoCA devices to block your neighbors. 

If you DO have MoCA devices, then the filter needs to be installed where the service enters your residence, or before the splitter that feeds the coax outlets in your home to block the higher frequency MoCA uses from either leaking out or getting in. 

You can buy one for around $10 on amazon, or at Walmart's site and have it shipped to a store in a day or so, or get one at an Xfinity store if there is one by you.  Or just use 3rd party gear without the problem and save the rental fee on their gateway.