By convention float RGB values are linear, and integer RGB values are gamma-compressed. There is no particular benefit to gamma-compressing floats since the reason for gamma is to use more bits where it is perceptually needed, and floats have sufficient (perhaps excessive) number of bits throughout and are already pseudo-log encoded (using the exponent). (source)
Note that the colorspace of integer RGB textures in DXGI which are not specifically *_SRGB is not sRGB, it is driver dependent, and usually has a fixed gamma of 0.5.
The DirectXTex library does appear to be behaving correctly. However, please note that you are also relying on the behavior of whatever software you use to both capture and display the DDS files. A better test for just DirectXTex is simply to do a round-trip conversion float->int->float in the library and compare the results numerically rather than visually.