But you can't really complain that things don't work the way you'd expect. You're making the programs do things they were never designed to do.
But InDesign was never designed to receive gradients from Illustrator.
As Steve pointed out you can copy and paste CMYK gradients and edit them as long as the 2 apps preferences are set up correctly.
I'm not complaining or even offering a solution—just observing. The random conversion of an RGB gradient to CMYK may not be a bug but it certainly can't be a feature.