Exactly. That's not just in the screenshot. It's what I'm getting too.
I have messed around this a bit more and ended up creating a test. Through the test I am still getting inconsistent colors. This is what I did:
1) Create an ellipse in AD and fill it with a red. In AD I saved the color as a MAC system palette. There, it sets the color as #C42737.
2) Then in Hype I create a new doc, and again add an ellipse. For the fill, I choose the same MAC system palette (the one I just created in AD) and the same red swatch there is now the value #D13D47.
Attached you will find the four files for this test.
The AD doc
An exported eps (from AD)
The Hype doc
The system palette, created in AD.
test-red.zip (24.9 KB)