It seems if you set the properties of an object using vector movement at runtime in the following order:

+On condition blah
- Set CMC to object (active)
- Set Speed
- Set Direction
- Set Gravity Angle
- Set Gravity Strength

The gravity direction is ignored.

But if you reverse the last 2 actions so it looks like this:

+On condition blah
- Set CMC to object (active)
- Set Speed
- Set Direction
- Set Gravity Strength
- Set Gravity Angle

Then it sets the gravity direction correctly.

Not sure if this is the expected behavior, but it isn't documented anywhere in the help file. I actually thought the ability to set the angle of gravity at runtime was broken, until I accidentally swapped the event order.