Not sure if this was already mentioned or if this issue has been resolved. But if you import the a clip from AE that uses the animation codec (or another codec that uses the RGB color space), then select your item properties (cmd+9), change the gamma to 2.2 (right click / option click to bring up menu).
That seems to have sorted the gamma issue for me thus far.
You can also change the user settings to import RGB video / stills to use a specific gamma setting instead of whatever the source uses.