Saving from an IPR doesn't work for me either.
I have Tiff16 set in the render settings and don't have tonemapped switched on.
I get an 8 bit image if I save out (as Tiff16) from the IPR window.
I get the full 32bit .exr if performing a full render.
Also, as mentioned in other posts, I have to add an Exposure node in photoshop (Gamma 0.454) to bring the washed out image back to look like the render preview.
This may be a photoshop thing.