The gamma correction is applied to the cubehelix color palette family, but not to other palette coloring schemes. However, you may easily implement gamma correction for explicit color functions.
Example:
set palette model RGB set palette functions gray**0.64, gray**0.67, gray**0.70
To use gamma correction with interpolated gradients specify intermediate gray values with appropriate colors. Instead of
set palette defined ( 0 0 0 0, 1 1 1 1 )
use e.g.
set palette defined ( 0 0 0 0, 0.5 .73 .73 .73, 1 1 1 1 )
or even more intermediate points until the linear interpolation fits the "gamma corrected" interpolation well enough.