Working with rasters in file geodatabase (.gdb) with GDAL
Currently both FileGDB and OpenFileGDB drivers handle only vector datasets. Raster support is not part of Esri's FGDB API.
You will need to use Esri tools to export the rasters to another format, such as GeoTIFF.
I'm working on a tool that converts raster layers to arrays for processing with NumPy, and ideally I would like to be able to work with rasters that come packaged in a .gdb without exporting them all (especially if this requires engaging ArcGIS or ArcPy).  
Is this possible with the OpenFileGDB driver?  From what I can tell this driver seems to treat raster layers the same as vector layers, which gives you access to some data about the layer but doesn't give you the ReadAsArray functionality.