If you have not touched gamma in corona's render settings, then what you are seeing in VFB is CORRECT, and what you are saving is WRONG!
If you are not saving to EXR files, then in your 3ds Max gamma settings, set output gamma to 2.2. That will ensure JPG, TIF, PNG, BMP and such formats are saved with correct gamma.
The reason your image is washed out is probably due to the fact you use unrealistically bright superwhite materials (above RGB 220).
Corona renders very large ray depth by default, so rays do not get terminated early, and bounce light around a lot. Superbright materials then reflect almost 100% of incoming light and result in lack of contact shadows. Superbright materials also make rendering extremely slow.
What Keymaster said is true, but most probably unrelated to this case, as he did not bother to read your post thoroughly ;)
Also, if you are opening HDRI images, for your environment for example, make sure to manually override input gamma for all HDRI files to 1.0 in open bitmap dialog. Input Gamma set to 2.2 will work correctly only for non-HDR formats, such as JPG, TIF, PNG, BMP etc...