The sRGB flag is enabled when importing hdr files. This is disabled in PostEditChangeProperty, but remains enabled if we do not edit the file.
I think the sRGB flag should be disabled for hdr images.
The following files included in the engine content are also enabled for sRGB.
1. Export "/Engine/MapTemplates/Sky/DaylightAmbientCubemap.DaylightAmbientCubemap" to .hdr image
2. Import that image into the project
3. The compression setting for the file is HDR, but the sRGB flag is enabled.
There's no existing public thread on this issue, so head over to AnswerHub just mention UE-82301 in the post.