Okay, I found the problem!
What is happening is the way the spherical Gradient is calculated is by using the length of the vectors.
Say, you use the Scale of the Mapping node to, say scale all the points by (3, 1, 1).
This means that the point (1, 0, 0) becomes (3, 0, 0). Now rotate this point 90° around the Z-axis, for instance. This makes it (0, 3, 0). This means that the length of the vector (1, 0, 0) after scaling is 3, but rotating that vector doesn’t change that length.
Use any other Texture (for instance a Checker Texture) and it works as you would expect.