Okay, I've done a little background research. This is information I probably should have known peripherally as a photographer using Windows, but it didn't register when I started this problem report.
Safari, Firefox, Photoshop, and a few other programs are color-managed. They honor the embedded ICC by default or with a configuration option. Windows Explorer and Internet Explorer, i.e., the desktop and IE, are not-color managed in the sense that they honor the ICC when rendering a photo. This is what I found in my experiments and seems to be the consensus on the web. Indeed, the photos that Windows includes for wallpaper are "untagged." They have no embedded ICC. Microsoft apparently pre-rendered them for display (and they have color problems to my eye). Interestingly enough, parts of Windows do honor the ICC, the prime example being the Windows Preview command, which displays the Windows Photo Viewer. Perhaps Microsoft Dev doesn't see photography and wallpaper as related? Visit the link below for a discussion that shows that Microsoft has done most of the leg work. In fact, I am pretty sure that my Huey Pro color calibration hardware and software use this subsystem for eliminating the color cast (making whites white) on my monitors and improving the contrast. Window color management is actually using the profiles created by my color profiling system. That, however, doesn't force either Windows Explorer or Internet Explorer to render image files using the ICC it seems.
http://windows.microsoft.com/en-US/windows7/Change-color-management-settings
I do not fully understand how color management works, in the same sense that I don't understand internal combustion in my car's engine, but from what I gather, if an image is color-managed it contains the image data in RGB codes and an ICC table that tells how to translate the image for display based on the ICC/ICM standard. A system that ignores the ICC, just displays the RGB image without translating it and it looks pretty bad (compared to what the artist intended). The how-to of the matter, I don't exactly know. Safari and Firefox, as I said, do it. I think you have to configure Firefox to honor the ICC, but Windows Safari does it out of the box.
This, I guess, has devolved from a bug to an enhancement request. In theory, you could program DF to take an image that it recognizes as having an ICC and render it to display properly when Windows displays the image on the desktop the way the Windows Photo Viewer and browsers do. At the most simple level (not real world), this would mean simply translating the ICC color space to the sRGB color space. If DF can recognize color management on the system (e.g., as the open source Firefox does, hint, hint, wink, wink), it could properly render the image for each attached monitor.
Honoring the ICC could be a real differentiator in the market....
Now, I don't know how many images out there arecolor-managed, but mine certainly are. In Photoshop, at least, it is something that is automatic, and if you want not to color manage you have to specifically render without an ICC. Flicker-sourced images (and others DF utilizes) could be filled with color-managed images, which means that these images will look better when displayed in the Windows Photo Viewer and Windows Safari (that has color management on by default) than on the Windows desktop.
From a psychological standpoint, I don't mean to imply that DF users will associate the change of color from their Photoshop images, or flicker images seen in a browser, to what DF causes Windows to display as wallpaper. I will point out that I made that erroneous assumption; however, as a programmer, author, and photographer, people consider me pretty odd.
One last comment: If you do decide to take this on as a project, I suggest that you buy a colorimeter for your computer. I currently use the X-rite Huey Pro. Even without it, with simple color management provided by the Windows link above, you will see a difference.