Check out the RGB and A for this, with the following settings.
402722–13852–$Gradient.psd.zip (22 KB)
Based purely on your post and not having looked at the file then gamma correction is normally only applied to the RGB components, and actually with a 32bit file you’d expect it to be linear throughout.
The reason alpha remains in linear space is that it’s used as a computational blend, a lerp. So if a point that’s meant to be blended to 50% gets gamma adjustment in the blend value suddenly you’re ending up with a 70/30 mix instead at that point, which would be incorrect.
I don’t want any gamma correction. I want the RGB and A to match up completely. Alpha is not necessarily used to blend; in the case that brought this to my attention, it was just a place for a grayscale texture to go so it would take up less room. Like I said in the title, there’s a good possibility that this isn’t a bug, and I could adjust for it myself; I don’t know much about gamma correction. However, what I do know, is that while the RGB in Unity matches up well with what I see in Photoshop, Unity’s alpha doesn’t match up with anything.