When saving out an LDR format, remember that your 2.2 gamma is only “previewed” in the VFB window.  You can choose to bake the gamma in by overriding it in the “Save Image” dialogue.  Alternatively you can go to “Rendering -> Gamma/LUT Setup…” and type in 2.2 into the “Output Gamma” field. Now every image you save will be baked with 2.2.