Alright, I very carefully cropped some screenshots in vdub so the coordinates of each pixel would match the ones in the screens taken in mpc, then resorted to photopaint to determine the RGB value of a single particular pixel in all significant screenshots (I assumed it doesn't matter that the colorspace is automatically converted to RGB here).
As it turned out my earlier observation wasn't incorrect. Huffyuv is played back with slightly more saturated colors than YUY2, but not just in MPC, in vdub as well according to these results.
I packed the screens I used for comparison and the results of the pixel test (that can be repeated since I included the coordinates as measured from the top left).
Visit this page for the tests.zip file. I also apologize for the randomness of the screen. At some point you just stop realizing what you're looking at.
The most significant result for me would be the one conducted on the screenshot from the reconverted capture (from huffyuv back to YUY2), since it implies the colors are the same compared to the original (which is also what the eye tests told me). Nevertheless, it's kind of odd that losless compression would after all produce a color difference upon decompression even without colorspace conversion taking place simply because the compressed data is handled differently.