Or maybe you have an HDR monitor and something goes wrong when you save the screenshot as a JPEG. This feature adjusts the colour of the video to make it look a little more correct on an SDR monitor (but in reality it is nowhere near the correct HDR colour, even though it looks good). If you have potplayer's HDR to SDR feature turned on, the image will be as nice as your second image.

I am having the same problem with Cyberpunk Edgerunners screenshots.