Exactly, it looks like the texture image importer/asset editor knows how to interpret the image data. But iit doesn’t know about where/how you intend to use the texture.
The material editor has separate texture samplers for different purposes. One of which is the normal base-color sampler, that might typically be used for in-game 3D meshes. And another sampler type for GUI-color, that propbably has things like sRGB conversion disabled (just a guess, not knowledge). And many more, and for the subset of 2D img samplers, they all do the very same thing.
So maybe the only problem is that you’re throwing your texture into a blank project with no preferences set up.