Saving MATLAB figures as illustrator messes up the color

So I am having this weird issue when I save a matlab figure as an illustrator file. Whenever I open up the illustrator file, the colors in the figure just look kinda...off. I dont really know how to describe it, illustrator adds some kind of hue or saturation to the colors which makes it look less crisp than in MATLAB. I am using v2009b.

Does anyone else have this issue? I am a little neurotic about these things and its just bugging the hell out of me.