It's likely that you're saving an uncorrected image while the render view is using a gamma of 2.2. The uncorrected image will be darker and more saturated. Which one is "correct" depends on what comes next. If you're looking to do color grading and effects then a RAW or uncorrected image is more flexible and you can apply gamma correction in post. However, 8bit formats like jpegs cannot store actual RAW information as it just doesn't have the bit depth capacity. Personally, exr is my go to output format and even though I paint textures in 16bit, most of the time they end up as 8bit (unless it's a displacement or normal map) and they look just fine.