Upon export in Premiere Pro, colors lose saturation when previewing in QuickTime
This is a well-known bug when exporting to H.264. Unfortunately, I'm not clever enough to understand why this happens, but it's a side effect of using the codec. I'll keep looking for an explanation I understand, however I wanted to get this answer out there.
As a workaround for now, I suggest making a quick little eyeball adjustment to the comp's colour correction to compensate. DO NOT DO THIS - SEE BELOW

Update 1:
I did some more digging, and found this on Pro Video Coalition:

QuickTime movies re-exported from applications such has QuickTime Player Pro using the H.264 codec (a common format for web content) appear brighter than the original in some contexts - such as inside QuickTime Player on the Mac, or on a web page viewed by Safari - but not in other contexts such as QuickTime Player on Windows, or the stripped-down QT Player inside After Effects.
Many attribute this to a bug introduced by use of a hidden, optional &quot;gamma&quot; tag (which is different than a full-blown color profile tag) inside QuickTime movies that is supposed to aid in cross-platform compatibility. Unfortunately, this tag is not exposed for the user to edit, and may be interpreted differently by different programs. It has been the cause of much grief among After Effects users employing color management, and has spread into the realm of web video.
- Brightness Issues with H.264 QuickTime Movies, Pro Video Coalition

(Bolding is my doing)
The article also lists a couple of suggestions:

Installing a semi-custom H.264 codec, that allows control of the gamma tag
Do not compensate by darking the image. For players that ignore the gamma tag, suddenly your video is far too dark.


Update 2:
Fuel VFX, an Australian company (whoo!), provided a tool called  QT Gamma Stripper. When they were bought out by Animal Logic, that tool all but disappeared, but it's still able to be found on the web. Here's one site that reputedly is hosting a copy of this free tool.