I found it.
I must use version 6.6.4-Q16 and not 6.9.9-27 Q8.
Version 6.9.9-27 Q8 failed to create 8 bits single channel.
MagickSetImageCompression not working
Re: MagickSetImageCompression not working
Have you tried to use 6.9.9-34? That other version is ancient and should not be used anymore.
Re: MagickSetImageCompression not working
Version 6.9.9-34 works fine.