You should report it.
It seems to be a problem with video files. I tested it in AfterEffects and it loaded just fine but in blender it looks strange. Then I saved it out as an image sequence (png) from AE and when I loaded that in blender it looks fine. It’s like the color management of video files (mp4 files at least) is broken.
I have never noticed it before, but I mostly use image sequences and they seem to work just fine.
I tested in Blender 2.83.5
I also tested with an video file that I produced today at work and even if doesn’t look as odd your video it is a difference in color between blender and VLC.
I also did the same test with AE and VLC and there it looked identical.