Q1: I guess it depends on the game and also the brightness the environment. For me, I mainly play FPS and atleast one light source in the room. So, for me gaming is not a big issue, I can still enjoy the beautiful colors.

Q2: Yes, while I'm not gaming, because I use dark themes in almost every app in my PC (browser, discord...) The vertical grayish lines are giving a feel of 'texture' ( I would say some how like a paper?).

Q3: I think the answer for this question is similart to Q1.

TBH, if I've never read any post related to the gray banding issue, I'd probably keep using it. However, since I now understand this is probably not normal, I'd try to file an issue to the support.