OK, I just figured it out. You have to set the game in fullscreen instead of the default borderless window in the graphics setting. Then the Gamma setting will come out.
This is really annoying hiding the gamma option like that.
Just wanted to confirm that is the correct solution to the issue. Sorry for not catching the thread sooner to help out!
Edit: in terms of explanation, as GingerNaTT said:
Please bear in mind that every game running on windows, when choosing windowed/bordeless window option will draw gamma from desktop. Gamma option is only available in fullscreen mode. Nvidia cards have an option to choose gamma for specific aps so you can adjust there (do not know if it works for every card tho). Also do not know if AMD cards have the same option.
So this is not a technical error, as it may seem at first, but rather an element of design not of the game, but of the way hardware and software or various types of software share responsibilities for certain settings. :)