My issues with RGB Full/Limited:
With RGB limited, everything including the XMB, trailers, games, and movies all look fine. Brightness levels are perfect as verified by numerous test patterns and DVE. The ONLY issue is that BTB and WTW are not displayed in this mode.
With RGB Full, the XMB and downloaded trailers immediately get darker and there is noticeable black crush. I enter a blu-ray movie or a DVD and everything reverts to back to normal and BTB and WTW are present in all test patterns (this is good). I exit the movie playback and the XMB and all trailers have reverted back to the setting where there is no black crush.
So in my case at least, there seems to be two issues here. One regarding the setting not sticking and the other regarding the fact that movies have a different black level setup than the XMB/games/trailers.
As a side note, I have the HDMI input on my TV (Mitsubishi WD-52725) calibrated using DVE and a Pioneer 59avi. The 59avi is putting out full video RGB levels and passes BTB/WTW. The fact that movies play properly with RGB Full leads me to believe that outside movies, something else is being left uncompensated.