Yes — and your intuition is basically right. Gough Island is a particularly interesting exception to the simple picture of a mid-ocean ridge volcano.
Gough sits in the South Atlantic, on the Gough hotspot track, but importantly it is not sitting directly on the Mid-Atlantic Ridge. The ridge is some hundreds of kilometers to the west. So the situation is roughly:
Mid-Atlantic Ridge → oceanic plate → Gough hotspot → oceanic plate
The key distinction is that seafloor spreading itself doesn't prevent a volcanic island from being built above sea level. What matters is where the magma is coming from and how much volcanic material accumulates.
At a normal spreading ridge, you're absolutely right that the crust is being pulled apart and continuously created. The typical result is a long, relatively narrow submarine mountain chain—the ridge—rather than isolated enormous volcanic mountains. Eruptions there generally produce pillow basalts and sheet flows that add to the oceanic crust, rather than building a giant cone.
But a hotspot adds an anomalously large magma supply. If a hotspot happens to be close enough to a spreading ridge, several things can happen:
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The upwelling mantle beneath the ridge is already undergoing decompression melting.
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A hotspot can supply additional hot mantle and magma.
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The combination can produce vastly more volcanism than ordinary ridge spreading.
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Volcanic construction can locally build mountains hundreds or thousands of meters above the surrounding seafloor—and, if sufficient, an island.
There are spectacular examples of this interaction. Iceland is the famous one: it sits directly astride the Mid-Atlantic Ridge and is nevertheless a large subaerial volcanic island because of the enormous additional magma supplied by the Iceland hotspot.
Gough is a somewhat different case. It is part of a hotspot-generated volcanic chain associated with the Tristan–Gough hotspot system. As the African and South American plates move over the hotspot, successive volcanoes are produced, giving you a chain of increasingly old seamounts away from the active volcanic center.
And there's a neat consequence: the volcano doesn't have to remain where it was born. A hotspot can repeatedly build a volcano while plate motion carries the older volcano away. That's how you can get an island sitting on oceanic crust that is simultaneously being carried away from a spreading ridge.
So I'd modify your intuition only slightly:
At a spreading center, ordinary volcanism mainly builds the seafloor itself. A sufficiently powerful localized magma source can build a mountain on top of that seafloor.
The really interesting cases are where ridge + hotspot + plate motion interact, because then the distinction between "ridge volcano" and "hotspot volcano" gets wonderfully messy. Gough is one of those cases.
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