In a hardware (electronic) PLL, the output of the PD is usually a voltage (it could be a current). The "gain" if the PD is the slope of its characteristic Vout/ΔΦin, and is measured in Volts/rad.
The input to the VCO is a voltage ("V" of VCO), and its "gain" is the slopa of the characteristic Δfout/Vin, and is measured in Hz/Volt .
In a numerical PLL we have numbers instead of voltages. The VCO becomes an NCO ("N" of number).
So, instead of Volts as unit of voltage we must consider the unit of real numbers. This is simply "unit".
For example:
if a VCO has Ko=20 MHz/V, that means that the output frequency changes 1 MHz when the input voltage changes 0.05 V .
if a NCO has Ko=20 MHz/unit, that means that the output frequency changes 1 MHz when the input number changes 0.05 .
The same concept applies to de PD.
As PD and VCO are connected in cascade (with the loop filter between them), the association of PD-filter-VCO has a transfer funcion whose units are:
Analog: V/rad * V/V * Hz/V = Hz/rad
Digital: unit/rad * unit/unit * Hz/unit = Hz/rad
Regards
Z