If I make a DNxHR 444 Quicktime from After Effects with the codec settings set to RGB (because I'm working in full-range RGB), the result looks correct when linked in MC or Flame which decode the DNxHR stream themselves.
If I however bring that Quicktime back into After Effects which I believe does go through Quicktime IO, the levels come in washed out as the Avid codec seems to have converted Full Range -> Legal rather than the other way around, resulting in the original material's dynamic range being compressed twice.
The 422 codecs don't seem to do this (DNxHD or DNxHR), they appear to work normally with movies rendered as RGB input levels, expanding back out to full-range RGB when you bring them back in.