Here’s a comparison between the plain HDR map and the same map used in a Color Correction node:

Meanwhile I found out what’s causing this, it happens when you disable bitmap filtering. Still, the artifacts appear only in the Color Correction node, the sole map and its output are fine with filtering disabled.
So at least I know what’s causing it.
FYI, it’s not clamped, so 32 float works just fine here.
Neil, as for Cuneyt’s ColorCorrect in max 2012, this is what I get almost every time I use it:

It’ll either hang max or crash it (actually it crashed 2 seconds after making this screenshot) so I’d rather not use it in production before it has been fixed.
Thorsten, using the map output curve is (at least for me) like trying to assembly a swiss watch with gloves, and that’s probably why it was sufficient back then in max 1.0
Trying to reproduce certain low/mid/high values with the curve alone is (almost) impossible, that’s why I’d rather have a numeric tool.
Eric, just to answer your questions: I’m using Brazil, but since bitmap filtering is handled by max itself I assume this issue applies regardless of the renderer used.
I’d be happy to know if anyone can reproduce this or if it’s something to do with my HDR image (unlikely but possible). If others can actually reproduce this I’m going to submit a defect report.