The moon, for example, appears very bright in the night sky, but quite dark from photographs on/near its surface.
Similarly, Mars and Venus appear as bright dots in the sky but in closer photographs they're quite dark.
The Moon, Mars, Venus are seen against a dark sky using an eye whose aperture is adjusted to the average brightness of the visual field. So bright small sources are over-exposed and so appear bright.
Photographs of planetary surfaces are taken with aperture and exposure set for proper exposure. So appear closer to how they would look if they filled your eye's field of view and so the aperture would be set to properly expose the surface.
To add to Conrad Turner, if you look at the moon during the day against a bright sky, then i looks quite "washed out" and much more like the photographs taken from near its surface.