When you modify the combined RGB values in an image with Levels or Curves your changes are not strictly brightness changes, even if that is your intention. They also modify the relationship between the color channels which result in shifts in color saturation and occasionally in the hue as well. This is easily brought under control with a simple change in the blend mode.
I burn corners with a curves layer, dragging the top or bottom end points depending on how I want to effect the image. Drag the bottom end point to the right and the image gets more contrasty as well as darkening the bottom end. Dragging the top point down darkens the image highlights and reduces overall image contrast. So, a combination approach usually works best, and mid-points can be modified as needed. If you darken a blue sky or other area with a strong color you will not only get a darker image, but a shift in saturation. Get severe with the changes and you can get a slight hue shift as well.
To remedy the situation change your blend mode to Luminosity. This restricts the effect of the changes to the brightness values in the image and eliminates the saturation and hue shifts. In most cases the effect is not radical, and if you like what happens, just leave the blend mode in Normal. I always check the effect to see which blend mode gives me the look I want.
The same control can be used anytime you modify something to lighten or darken with an adjustment layer. Quickly check the blend mode to see if a color change has occurred that may not be desirable.
There are other useful blend modes, but this one is especially useful and an easy step toward learning to use them to your advantage.