GdipBitmapSetPixel doesn't support indexed formats

[hughbe]

Returns InvalidParameter

[gfoidl]

Just as note on windows trying with .NET Core it isn't supported either:
Message: System.InvalidOperationException : SetPixel is not supported for images with indexed pixel formats.

Although in the documentation Bitmap::SetPixel there's no hint for this. There's only

When calling this method, you should use a member of the System.Drawing.Imaging.PixelFormat enumeration that contains a specific bits-per-pixel (BPP) value. Using System.Drawing.Imaging.PixelFormat values such as Indexed and Gdi will throw an System.ArgumentException.

(source)
but this should be unrelated.