It seems you have indeed found a bug in Construct Classic (there are quite a few!), but I think I have a work-around <img src="{SMILIES_PATH}/icon_e_smile.gif" alt=":)" title="Smile">
After setting Gravity Angle, set the gravity strength again as well, even if that number doesn't change it seems to have fixed the issue for me!
Here is a CAP example (I put the gravity in the opposite angle of the particles themselves to show that it works!! Just remove the + 180 to have gravity the same direction as the particle object)
https://dl.dropboxusercontent.com/u/471 ... ticles.cap
Hope that helps <img src="{SMILIES_PATH}/icon_e_smile.gif" alt=":)" title="Smile"> And yes, I do like reading boring code! Although event sheets are more fun