Python. This works if you have no empty lines in file1.

f1 = open("Arabidopsis_thaliana.TAIR10.37.gff3", "r")
f2 = open("file1", "r")
o = open("excluded.txt", "w")
genes = []
for line in f2.readlines():
    genes.append(line.replace("\n", ""))
def gene_check(line, genes):
    for gene in genes:
        if gene in line:
            return
    o.write(line)
    return
f2.close()
for line in f1.readlines():
    gene_check(line, genes)
f1.close()
o.close()

EDIT:

This also works if you have no empty lines in file1

grep -vFwf file1 Arabidopsis_thaliana.TAIR10.37.gff3 > excluded.txt