Version tested: trunk (2022.2.0a9 + master)
Incorrectly blamed HDRP first but looks like this is a core editor issue and reproduces on all RPs

Steps to reproduce:
1. Create a new scene (any RP)
2. Open any HDR color picker (material with emissive enabled for example)
3. Set color to whitie, intensity to 6
4. Reopen the HDR color picker and observer how color jumped few tones down and intensity increased

Expected: value should be preserved

Alternative steps:
1. Create a new empty project
2. Open Package Manager and add High Definition Pipeline
3. Click Fix All when Wizard pop up appears
4. In Project window right click Create -> Rendering -> HDRP Diffusion Profile
5. Select newly created asset and select HDR color of Scattering Distance
6. Set Intensity to 3 and close Color picker
7. Reopen Color Picker and observe intensity is not 3