Colors change when layer is merged with tonal adjustment layer

[aquariusgine]

Why does this happen?

For example, create a layer and fill it with a single color other than black and white, then make tonal adjustment layers using curves/ HSL/ color balance, preferably all three. Afterwards, merge all the layers. Check the color before and after and you will see that they change! This is really frustrating...

[c.pfaffenbichler]

Could you please post screenshots taken at View > 100% with the pertinent Panels (Layers, Channels, Options Bar, …) visible? 

Have you tried working in 16bit?