I tried restarting steam and my computer but the same thing is happening each time I start KF.
If I start KF, alt+tab out and reset my desktop settings, it will go back and the brightness/gamma will stay with KF once it's maximized, but as soon as I alt+tab out again it will revert the brightness/gamma back to default on my desktop.
I have the "Use nvidia settings" checked, so I have no idea why KF is changing my desktop settings. It was annoying me so much that I just spent my time getting all the event achievements so I wouldn't have to start up KF again. :/