Yes, sRGB support has a problem with that as well.
Things like sRGB where the concept of activating it is entirely different between d3d and opengl won't fit into the state management anyway. We will have to take care for sRGB in SetTexture, SetSamplerState and maybe ApplyStateBlock(depending on what Ivan's tests show).
Ah yeah, and simmilar things for states that only affect shader compilation, like sRGBWRITEENABLE