I tried it on a camera in DS4. I did just a Y rotation on the camera, with a frame 0 and a frame 150, so that I could see a definite speeding up and slowing down happening.
I then made sure the camera was selected, and went into SetInterpolate and change the interpolation to Linear, and there was no speeding up or slowing down.
To make sure that it really was working, I created a cube, created a position frame at 0, copied that frame to 2 seconds, then at 4 seconds I moved the cube to the right on the X axis. Playing this, the cube went to the left between 0 and 2 seconds, because of the default interpolation. So I went into SetInterpolate, and changed the cube interpolation to Linear, and the cube was rock solid stationery between 0 and 2 seconds.
So it does work in DS4.
Or did I misunderstand the original problem?