When you create an Illustrator file there is an option for the color mode:
- CMYK: Cyan (blueish), Magenta (redish), Yellow, Key (black)
- RGB: Red, Green and Blue
CMYK is a four color system used in the print industry. Comes from the days of using plates and they would have a plate for each color.
RGB is based on how TVs originally worked, where they had an electron gun for the three colours.
This means if you create an Illustrator image in CMYK (which is the default if you choose a Print profile) then when you edit it, your editing it in four color mode.
When you print to PDF, your using Windows drivers to translate the print output into a PDF file. When you save as PDF via Illustrator it will use whatever options you have chosen in the save dialog (check the Output tab, Color Conversion option). By default Illustrator will not convert when saving as PDF, so if created as RGB then will save as RGB, otherwise CMYK.
What I suspect is happening is that the print to PDF is converting to RGB when it generates the PDF, which is different to when you save as PDF which is leaving it as CMYK by default.
So check out how you created the file and the settings in the dialog when you do a save as, this will tell you what is happening.