Why do my exported frames get saved overexposed?

I do 4K video video blogs about truck driving for YouTube, to which I scale down before I upload.

I have good settings set which I have learned through Adobe Community. Video is good, not overexposed.

But when I want to save and export a frame (essentially for a thumbnail), the frame is saved overexposed like the Sun is literally melting my skin off. 🤔 🤔

Why does it do that and how can I fix it?

Momentarily, I screen shot a frame on my macbook, then mess with it in Photoshop Beta to get this high quality resolution photo for the YouTube thumbnail. But its takes more manipulating, so can someone please explain to me how I can fix this or am I doing something wrong or not doing?