It took me some hours of trying and wondering and one question with a very helpful answer in the facebook group to figure out that the color_ramp gradient actually modifies the vertex color of the particle mesh (but NOT the albedo). After knowing this enabling vertex_color_use_as_albedo in the SpatialMaterial led to success.
I hope adding this little hint:
"Each particle's vertex color will vary along this [GradientTexture]."
Might help other people which stumble upon this...