Was playing SP on "We've Got Hostiles". I was trying to remember which keys to change my viewpoint to 3rd person when I hit Alt-F1. This minimized the game. When I restored it, my brightness setting was set to default. It changed right back when I went into options and adjusted the settings again (the settings were set at my custom setting, but the actuall screen was at default - moving the slider restored everything).
I get that too. Not only if alt-tabbing. But also when one re-loads a game. I just reset the slider.
Try changing your settings in the Game shell. Not when you are in game. Funny things have happened to me because of that.