Initially I was trying out TIF files. I then just try some random jpgs and png files to see if the results were the same. Which they were, images made grey scale but included the same data in the RGB channels.
I’ve made some tests and everything seems ok. I think Nuke by default is filling those channels with the info from the Y channel. There are tools that can print image info (I used “exiftool”), you can check your exrs just in case.