yep! working as intended as the good folks at blizzard would say! =)
(although i have to admit I'm surprised, i really thought the save for web and mobile devices would preserve color appearance- not do a lazy swap)
One quick question: Where do you get a majority of the images that you work on? Do you start from scratch in Photoshop, or do you have one particular inker sending you work, or are you importing all your own scans?
alright here is how to solve your problem on an image by image basis (and more to follow so you have your color management set up ... "right" - even though whatever is right is really dependent on what your clients want)

- color-profile-single.jpg (178.21 KiB) Viewed 1102 times
simply put, it's not enough to have your display profile in sRGB- every file has it's own color profile as well. makes things complicated I agree. My guess is that your original work was in adobe RGB (1998). if you do a conversion, your colors will stay the same as you see them on screen, but the "background info" will change so that when it's converted to web you won't see a color shift.
ok- so it's a pain in the ass to do that for every image- who needs that right?
enter your color management settings:

- colorprofile-multiple.jpg (416.09 KiB) Viewed 1102 times
This is why i asked where you were starting from on most of your images. If your workspace is already in sRGB, then the problem is the files you are opening are probably bringing in their own color profiles. This will fix that.
(don't forget the "convert to working RGB" option)
now whenever you open an image that doesn't match your working profile, you will be aware of it, and you can change it so your final work won't color shift on you.
That SHOULD be able to fix things on you- If it doesn't, I'd be happy to try to help more, but will need more info.