The Elite 4 and Pokemon trainers do have Natures and EV Train*, but the Gym Leaders do not. This is because Game Freak wanted to make the Games a little easier to beat. Just imagine how hard the Gym Leaders will be if they were EV Trained while your's are not? Also, this is a game for Kids and most of those Kids do not know what EVs actually areso sales would plummet if the games got that hard.
*The only Pokemon Trainers that are guaranteed to EV Train are the Pokemon Trainers from the Battle Frontier which will use the 255/255 spread or the 128/128/128/128 spread. The Elite 4 us a guess b)ecause if they use Egg Moves, there is a slight chance that they EV Train, but it is not truely known.