The sign is illuminated with a backlight which is seen through the yellow coloured plastic or other translucent material as yellow.
The problem is that the light is too bright for your exposure setting, and all R/G/B channels have possibly even clipped. When all the channels are near maximum value, the result is white as you can see in the example image if you look closely. This is what causes the unsaturated look. Human eyes have a wider dynamic range than camera sensors, so it looks normal to us.
You can lower your exposure by lowering ISO, or by choosing a smaller aperture or shorter shutter speed. This will unfortunately probably cause the rest of the scene to be underexposed. You can also take two photos and merge their exposures (or use a HDR mode if you camera supports one directly).
If you shoot raw, check if the values are all clipped in the raw sensor data too. If not, you might be able to make it look better by tweaking exposure settings in post processing.
In my opinion though, it looks fine to me and I would probably leave it like that.
Related link if you want to learn more about dynamic range: