I'm looking for advice on how the image rendered by Vray 2.0 is not the same as the saved one, the rendered one is black, and the saved one becomes brighter, please advise,
That's because the gamma correction is applied, the right image shows your gamma as 2.2, while the left image should be 1.0. So there will be a difference.
To correct this, max custom options, gamma correction tab, uncheck the gamma correction, or when saving, there is a save gamma option under the save dialog, manually change it to 1.0.
Hope this helps ^_^