El mismo color se ve diferente

Because your brush has not been filled with the proper black. 

https://youtu.be/dCIA2-R5NbU

Because the brush definition is based on a cmyk document, the 100% black will be converted to an RGB black in RGB documents.

Because the darkest print black is lighter than the darkest RGB black, the rsult is lighter.

Change the definition of the brush:

Drag the brush out of the brushes panel.

Select the entire brush object and choose Edit > Edit Colors > Convert to Grayscale (a 100% grayscale black will be the darkest black in CMYK as well as RGB documents).

Drag the brush back into the Brushes panel. When you hold down the Alt/Option key and drag it on top of the existing brush it will replace the brush. Click OK in the dialog.

what app?