The Brightness slider in the Video Settings behaves very differently in Fullscreen vs Windowed mode.
In the attached screenshot you can see that the Brighness slider is set the same (1 increment up) in both cases. In Windowed mode the boosted gamma/brightness is much stronger than in Fullscreen mode.

I used to increase Brightness by 2-3 increments during dark nights (Fullscreen mode), but recently I got a second monitor and I needed to change to Windowed mode to move the mouse to the second monitor, but now even increasing only 1 increment is a much, much stronger boost in brightness than 3 steps in Fullscreen mode is.