Help with MSI MAG 321CUP

I’ve had this monitor for quite a few months, but only recently have I been experiencing this issue. I took the time to set everything the way I like with HDR in the monitor, windows settings, and nvidia control panel. But all of a sudden, when I play and exit certain games, it looks like the colors change. They look slightly desaturated and a bit washed out. It seems to be the same brightness, but everything just seems off. Turning the monitor on and off will result in the picture being very dim, and then finally after a few seconds going back to normal. Any idea why this is happening?