I've reported it as a bug, but now I'm not sure what to do. It seems required feature is supported but MrKepzie stated that's my card problem. Anyone having nvidia card and can check it too?
I had the same error message with my GTX780 under linux with an older Natron version.
Now with 2.3.2 it's working.
You can disable GPU in the preference, it's a bit sad but it will work.