Make sure there's no non-free process clearing the gamma ramps. The non-free driver just isn't very XRANDR 1.3 compliant, and I only test with the nouveau driver.
Yes, this is the issue. With nouveau, it works and with the nvidia proprietary driver, it does not. However, the nouveau driver is not suitable for my children who play minecraft. I posted a bug report on nvidia but I never see any answer there. Thanks, Frédéric