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There's one thing, that I am not sure how much Gandalf was aware of his own superiority to Saruman in this aspect.
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That's rather Gandalf all over, isn't it? Humility is one of his defining characteristics. When asked by Manwe himself to go on this mission, he declared himself too weak and fearful of Sauron to be of any use, yet Varda understood even then that he was "not the third" of the Istari -- and Tolkien goes out of his way to mention that Curumo/Saruman heard her remark, and remembered it. Gandalf is never one to put himself forward as a figure of power to be worshiped and revered, so I suspect that even while he knows and understands his own abilities, he doesn't crow about it because he knows there are always going to be others greater than he. He has self-esteem, but not the kind of pride that led Saruman, and others, to their doom. At the time of Gandalf's capture, Saruman was still the titular head of their order, and Gandalf may have felt that it was simply not his place to act directly against him and remove him from that position without some kind of direct permission. It appears that he was given that permission when he returned from death; indeed, it may have even been a direct order, which he regrets but nonetheless carries out.