We demonstrate that the nuclear modification factor R^Upsilon_dAu measured at RHIC can only be reproduced once two supplemental Cold Nuclear Matter effects are taken into account. At backward rapidities, the visible suppression of R^Upsilon_dAu hints at the presence of a gluon EMC effect, analogous to the quark EMC effect -- but likely stronger. At forward and mid rapidities, the data can only be accounted for by a fractional energy loss, recently revived in the literature. Our conclusions do not depend on the detail of the nuclear parton distributions. We thus argue that this may be the first observation of a gluon EMC effect stronger than the quark one.