Set Enable=true under XDMCP section on /usr/share/gdm/defaults.conf and relogin it will work you out.
I thought about this until I read the directions in the defaults.conf file:
# This file should not be updated by hand. Since GDM 2.13.0.4, # configuration choices in the /etc/X11/gdm/gdm.conf-custom file will # override the default values specified in this file (installation # locations of the configuration files may vary for different distros). # This defaults.conf file may be overwritten on upgrade, so to ensure # that your configuration choices are not lost, please make sure that # your changes are made only the the custom.conf file.
Indeed, the gdmsetup program does not touch this file, rather it edits the custom.conf file.