Its a good idea to match the gray gamma to the working space in color settings yes assuming you're converting from ProPhoto RGB to a grayscale file, otherwise, doesn't matter.
So you've got this set to V2 or V4?
I left it on V2, as per your screenshot. Is that what you'd recommend?
And you're comparing the two previews in both applications at 100% or larger?
The thing is I can't recreate this issue, now, may never be able to again...