I could repeat the same symptom between AE and AME. So this may be design.
To workaround this, I can think of 2 ways.
Case 1: Export PNG from CH and use xml in AME. 1) In CH, File -> Export -> PNG sequence and WAV... 2) Specify output directory, and Save. 3) In File System, you can find <your_scene_name>.xml at the same level of directory you specified at (2). 4) Run AME. 5) In AME, click "+" and add xml at step (3)
Case 2: in AME, use the format which allows to set Color Space to sRGB (JPEG).
If those steps do not help your workflow between CH and AME, please send me a direct message. I will send steps to tweak debug database which I do not recommend.