The thing you've got to remember is that you never really see a "raw" file on your monitor when using an application that handles raw file editing and conversion. (Yes, there are ways to view linear, un-demosaiced luminance values on a monitor. Even then there needs to be some compression of dynamic range to fit 12-14 bits of dynamic range into 8 bits. But anyone doing so already knows the answer to this question, and that isn't what this question addresses.)
What you see is a particular conversion of the monochromatic luminance values contained in the raw file: demosaiced to create color information, gamma correction applied (unless you select the "linear" option if offered), and various other light curves (contrast, saturation, etc.) applied.
It takes more than a brief instant for most computers to process the data in the raw file and produce a viewable image on your screen. What most applications do during this interim is display a preview jpeg image created by the camera and appended to the raw file at the time the photo was taken. This in-camera jpeg preview will have the various in-camera settings selected at the time of image captured applied. It is also this preview that you normally see on the camera's rear LCD screen when reviewing images in-camera.
Once the application has interpreted the actual raw data in the file it will either continue to display the preview image or it may change over to displaying the interpretation of the raw data it has created based on a particular set of parameters. These parameters may be the in-camera settings, they may be a default setting of the application, or a particular user created profile the application has been instructed to use. It all depends on the application in question and the settings the user has selected.
If the user subsequently alters a setting, the application will modify the displayed image to reflect the change. Sometimes it will reinterpret all the raw data with the new parameters applied. Sometimes it will simply adjust the image already rendered a little brighter or dimmer, more or less saturated, etc. depending on what was changed. Sometimes it will do the latter while it recomputes the raw data and then do the former. Again, it all depends upon the application and the user selected settings.
If the preview image is never replaced, try opening the image in an edit module of your application.