I have run into this same problem. I’ve been grading footage shot on a HVX200 in AE using Color Finesse, but when I exported it, it looked pale and had very low contrast, when previewed on an actual tv-screen.
So I went back and checked out the color profiles in AE. It turns out, that the footage is encoded with Rec. 709 and therefore it seems to make sense to setup the AE project accordingly. This gives me an AE preview that much closer resembles the output on tv.
However when using Color Finesse, the aforementioned difference in contrast surfaces. So I get it. CF doesn’t support the AE color management. But how then, am I supposed to solve my problem?