Quote - At step 4, I expect it to be different. You're telling it to apply an anti-gamma of 2.2. Whereas in step 3 it used 1.0, because the default gamma for HDR images (incoming) is 1.0. I know the stupid dialog claims "Use Render Settings", but that's not what it does with HDR images. Instead, it uses 1.0, as it should. The render gamma is not correct for an incoming HDR image, so it doesn't use that.

Yes, thanks, you're right, step 4 should look different, I corrected the value to 1.0 and it worked.

Now only the non-HDRI OpenExr renders wrong when "Use custom value from render settings" is checked (or custom value is 1.0). It renders too bright, so the exported OpenEXR (and the one in the temp folder) is saved with gamma correction applied and on import Poser thinks it's without GC as it should be. 
So the conclusion for me: never export as OpenEXR when not rendering with "HDRI optimized output" checked.