You can try the following command, issued in Terminal when CrossOver Games is not running:
defaults write com.codeweavers.CrossOverGames AllowGamma never
CrossOver should, by default, only allow Windows programs to change the display gamma when it's in full-screen mode. It should restore the default display gamma when it switches out of full-screen mode and/or when another app is activated. The above change makes it so that CrossOver never allows Windows program to change the display gamma.
You can reverse the above command with:
defaults delete com.codeweavers.CrossOverGames AllowGamma