That was really it, my artboard wasn't aligned with pixel grid. Thanks a lot. If you write it as answer I will accept it. Thanks!

@Scott, I made sure that they are on exact pixels. I arranged each grey box with "Transform" box. It still doesn't save properly :/.

Nope, I work in RGB mode and I created the object myself, didn't import it.

Well, I have tried that too and it helped a little but the object is still dark. I guess this is how it is, I tried playing with all the parameters in that screen and I still cannot get the a color close to the one before the effect.

I tried those, colors are still very dark. I changed ambient light and made the colors lighter but I cannot change it much because object loses its 3D effect after a certain value.