The Save for Web function in Photoshop does not attach a color profile to the file (normal Save As functions do it by default, though this adds to the file size a little). This means that when you re-open it, Photoshop doesn't have a "guide" to use to define how the colors should be displayed. The end result can be a slightly different color appearance, depending on what color settings you're using.
Color Management is a wild and wooly topic. A good guide is Real World Color Management by Bruce Fraser and a couple of his buddies. The how, why, and where of CM seem a little intimidating at the beginning, but once you get past the basic concepts it's all cake.