It seems that when I'm customizing a color scheme and I use the color picker, the color saved is darker than what I actually clicked on. Can anybody replicate this issue?

Go to Settings > Editor > Colors & Fonts then choose any of the sub options.

If you look at a current color setting on the right side of the settings window, click on the color rectangle, then click on the color picker on the top left of the window, then click on anything on your screen to save it as the current color. Now compare the color you chose to the color that was saved in CLion.

If necessary, look at the hex values for the original and the one in CLion.

They're not the same.