The nerve agents available in the early war years were not the horror that we associate with VX. It is arguable (something that I have done with previous poison gas threads here) that Mustard & Lewisite were both far more effective from the military perspective, both for persistance of effect over a given area (Mustard can contaminate an area for days, even weeks in ideal conditions, while the early nerve agents had very short contamination periods.) and in resource denial (early nerve agants killed you or you were uninjured, Mustard and Lewisite both crippled more than killed, creating a massive drain on medical assets along with a huge morale impact). Miltary planners would far rather severely wound a person than kill them; every wounded individual takes, on average, between 1.5 & 2 others to care for them, transport them, etc. Dead, on the other hand is just dead, no major additional manpower drain. (Did I mention that military math has little in common with the civilian version?)
There is one basic reason that gas weapons were not used major power on major power during WW II or at any time since WW I, they do not confer any advantage. During WW II all the major power had tons of poisonous chemical agents ready for near instant deployment, both from artillery and from aircraft which effectvely made the weapon useless. The Luftwaffe gasses London, the RAF, probably within 24 hours, gasses Berlin AND Hamburg which result in the Germans hitting Liverpool, followed by the RAF... The entire process become a tit-for-tat that causes as much damage to you as to the enemy. It is something of a mini-MAD, especially when dealing with civilian populations, where there is absolutely no hope of any effective countermeasure.
Now, if you are fighting an opponent that can NOT retaliate (e.g. China in 1939) that is a very different matter. In this case the ROI is more reasonable, assuming you will not be engaging any major power at the same time (since your use may push you other, equal opponent into useage in anticipation of attack, again a mini-MAD scenario).
Gas is just ineffective against a equal. The math doesn't add up.