Interesting... I am using two monitors. My macbook and an external monitor.
I just did some more testing and it looks like the color picker tool works fine on the macbook, but not on the external monitor. It doesn't matter if both monitors are in use or not. It's just a problem with the external monitor. Here's some more info regarding the issue:
The rectangle on the left is the original color. The rectangle on the right is filled using the color picker tool, which targets the original rectangle. The desired behavior is for the fill color to be the same as the original, but instead the color picker returns a lighter shade of the targeted color.
Again, this is only a problem with my external monitor. It works fine on my macbook display.
Macbook 13" Late 2017 without Touch Bar, running MacOS Catalina v10.15.1