ET is an old game, so in Windows 7 it needs to change the theme to a more basic version to be compatible. Not sure exactly how this works, but I know it can't run without changing the theme. ET also changes the gamma settings in either your graphics settings or monitor (not sure which).
Usually these two things are changed back to normal after you quit the game unless you use Alt+F4, or some other method of closing the game other than the usual quit button in the menu or /quit command in console.
Of course, the best way to fix all the bugs that come with ET is by using ETLegacy