Hi Jack,
A sigma delta modulator consists of one feedback loop around an integrator and a quantizer. This integrator (since you have 1/S therefore continuous) producing a low pass filtering of the input signal and a high pass filtering of the quantization noise which is injected at the quantizer, hense noise shaping the noise out of band. Since you have a second order system, you have 2 integrators and two feedback paths. (You can have feedforward or feed ins but this is more advanced, please reference DSM books). Additionally, since you now have a chain of integrators, you therefore needs coefficient scaling of your integrator gains to ensure stability. That is why the gain blocks are used. If you don't have the Gain block infront, your integrators have a gain of 1.. hence 1/S. This scaling is then used, to keep your integrator swings within limits of your designs. This can be seen when looking at the scopes you have probing each node.
Hope this helps,
JGK