Ah just tried it. Yeah you're right, it doesn't work.
What about the setting the Y velocity? I set it to -8.3 and it's so slow it's not noticable.
Sprite Set Velocity to (Sprite.Physics.VelocityX, -8.3)
Works nice in my little tester. Don't know if that kind of hack helps in your situation though. But it does stop the shaking.
Then when you want gravity back, don't execute that event.