Photos color and quality are differse from preview mode photo right after shouting

Why the photos right after shouting in preview mode so different from photos saved in device? The quality is different, the color in preview mode are so bright colorful in one word perfect, but when I open the photo after a while in device or wia lightroom the colors are faded and the quality is somehow strange with dots when I zoom it. Is there a special configuration that needs to be done to save the photos with the same colors and quality just like it is in preview mode ???

Photo saved in device

Screenshot in preview mode right after shout