Hello ! Here my 2 cents about the subject, even if as a good 3D generalist I’m no expert in any field 
From my understanding there are two ways you can benefit from Rec2020 :
1/ Is having that as a internal colorspace when rendering, you can learn more about it here : Will you use the new Rec.2020 working color space?
Should we do it ? : Well maybe ! This seems to let colors behave ̷b̷e̷t̷t̷e̷r̷ differently under very colored lighting. But in the meantime it doesn’t strikes as super different under regular conditions. So maybe not worth on a day by day basis…
I should probably experiment more… Anyway, while those calculations are in Rec2020 the result could be in Rec709 or not…
2/ Is having Rec2020 as your main colorspace when working !
Should we do it ? : Well again maybe ! But to make good use of that you need a monitor that allows to see the extreme saturation that Rec 2020 allows.
Again, that’s something I didn’t played with much. But in the meantime that de-saturation you’re experiencing could make sense :
Say you have a rec709 pure red (1,0,0) if you convert that to Rec2020 since it allows more saturated colors that red became less extreme, say (0.8,0.2,0.2)…
But under a proper monitor that red should be the same as when you had rec709. You can just have an actual 1,0,0 red next to that which is going to be even more saturated…
I think you shouldn’t worry about that, since all the produced TV content up to this day will need to be converted too. That’s probably something that is going to be very simple to do once Rec2020 monitors is going to be a norm.