Destiny 2 in Fullscreen ignores any color correction applied by MS Windows as well as 3rd party applications like DisplayCal Profile Loader and Nvidia's custom color settings. You can use the in-game brightness adjuster, but it's very half-baked. Vicarious Visions was pretty lazy about what overlays,hooks they blocked with Destiny 2 on PC. Rather than curate a list, they banned everything outright, including Nvidia's Freestyle filters included with GFE. Running in Windowed Fullscreen with a .icc/.icm calibrated to your display is going to give you good color and gamma curve, but will result in noticeable input lag in Windows 10 due to forced Vsync (see DWM/Desktop Windows Manager). If you want to run a color calibration with minimal input lag I recommend Windows 7 wiith Aero (DWM) disabled. It doesn't force Vsync, allows you to tab to adjacent windows/displays quickly.

That's OK, happens to me too. In my case the reason for it is that I'm using Nvidia's control panel to lower the gamma and I also slightly changed the color vibrancy which looks better on my monitor. When Destiny 2 is in windowed or borderless windowed mode it applies those settings, but if it's in exclusive fullscreen it ignores them. That said, if you're using either Nvidia's control panel or any other "graphics booster" app to calibrate colors or brightness on your screen, try to disable it and then windowed Destiny should look the same as fullscreen.