Hi Viktor,
as Sander wrote, from your screenshot is clear that you have ScreenTransferFunction applied. This means that you don't see actual pixel data (data which will be saved), but data modified by nonlinear histogram stretch. To see actual pixel data, simply reset ScreenTransferFunction module - make sure you have "Track Active View" switched on, your image selected and then press "Reset" button. Now you see what you'll see in Photoshop.
To actually modify pixel values, use HistogramTransformation module instead of ScreenTransferFunction. Use STF when you want to see what's in the image without changing it.
regards, Zbynek