In Windowed mode, you cannot set a colour depth, the color depth will be whatever your desktop is set to. So if your desktop is set to a different colour depth than that which you are setting in fullscreen, this would account for the differences. For example, perhaps your desktop is 16 bit colour but you're setting 32 bit color in fullscreen? That would give you different colour values.
Although I wouldn't have expected white to be affected like this.
Although I wouldn't have expected white to be affected like this.