
The top circle is the original shape in Illustrator. The second one is a copy and paste from Illustrator to Preview, with the "Document Color Mode" set to CMYK. The last circle is a copy and paste from Illustrator, with the color mode set to RGB; and it looks like the original shape (yay!). You probably want to make sure you've got that set if you are running into this problem (this setting is located under Illustrators' File menu).
Hopefully this will save someone some pain later down the road.