Are your settings for both the same? If so, then maybe Bright mode is the one with the lamp on bright and contrast at 100% and the other is contrast at 100% and lamp on normal.
One of them might have different color settings as well. I use Advanced and mine and natural mode look very close now after calibration. Brilliant and bride mode simply don't look very natural, but then again that is partially because I haven't calibrated "Perfect Color" setting to those modes.
I'm not sure what determines available modes though. I haven't used HDMI yet.