From the T&C of A3
5.5 Miles&Bonus Gold Members reserve the right to use the Star Alliance network’s lounges globally. Mandatory for access is the demonstration of the Gold Card which bears the Star Alliance logo along with the boarding pass with the distinctive *G, as testimony to the Member’s level in the Miles&Bonus programme, and to the fact that his/her flight is operated by a Star Alliance member-carrier.
A little convoluted to say the least but it seems to indicate that you need to have credit the miles to A3. How closely this is enforced and what A3 will do otherwise, who knows. However, this is part of their T&C.
My experience (not with A3 yet) is that most of the time there is no problem entering the lounge while having *G card and crediting to another airline. But I do remember one time I was not allowed entrance to the (then) RCC with LH SEN card while crediting to UA.