Well, I think I had this problem before, but it's gotten worse.
I got a new TFT and I've created a new color profile (*.ICC) for it. (with an Eye-One). I had to increase the blue value of my monitor a lot.
Well my colors are perfect now... that is as long as I use Windows. When I start FS2_open, everything gets super blue, which leads me to the impression that FS2 tosses the color profile. This also goes for the windowed mode.
I can fix it in-game, by opening the Adobe Gamma Loader. That's the only way for me to play FS2 in a not blue version.

This is probably not a common problem and I'm not even sure if FS2 is to blame for it...
Oh one last thing: It doesn't happen in D3D! I guess that's pretty important.