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The answer might be shocked dialog
While Colonel Pickering is not what all would consider to being a "true gentleman", he is the closest to it. He has more respect toward Eliza than Higgins, whose only concern is for himself. Doolittle is only a selfish, terrrible father, and Freddy is not in love with Eliza, but merely wants to use her. Thus Colonel Pickering is the closest character to being a "true gentleman".