This is sort of half-bug half-UX, but I thought it was worth bringing up.
I use Filter Forge to generate images for our UI, and apparently by default it exports 16-bits per channel PNGs. While the colors of this exported image look correct in photo viewing applications, it does not display correctly in Unreal if imported and used in UMG/Slate. In the Unreal Editor, I set it to UI filtering and UserInterface2D texture compression and it looks correct if sRGB is unchecked, but this is not respected when rendered in Slate.
So, the way it gets gamma corrected is the bug, but the UX part of it is that there didn’t seem to be any indication that it was a 16-bit PNG. It only became clear when I attempted to export the image from the Unreal Editor while I was investigating the issue and a warning popped up about the image format.