I can't reproduce any issue in either C2 or C3. If I make a PNG with Paint.NET filled with (37, 37, 37) and import it to C2/C3 on a white background, preview, screenshot then inspect the colors in the screenshot, the sprite is still (37, 37, 37) and the background is (255, 255, 255).
Perhaps the problem is with how Photoshop is exporting the image. I don't use Photoshop so I'm afraid I can't comment on that. Additionally perhaps you have a system color profile, or a high bit depth setup, display calibration, or something like that which results in some kind of rounding error when converting to and from 8-bit color channels.
Also it's possible that your graphics hardware or driver is optimised for performance over accuracy, so some small color alterations could be the result of taking shortcuts to improve performance. (Graphics vendors have done far worse things in the past.)