Jesper, the creator of Hex Color Picker here.
In most cases, clicking Options in the Hex Color Picker part of the color picker and toggling the check box mentioning calibrated colors will do the trick. The triangle at the top right means that the color is a device color, i.e. that it has been changed, and that the color code is the color after the correction.
I have come to the conclusion that it may be impossible to always pick the right color code for a number of reasons, or at least that it is well beyond my understanding. I have gone several back-and-forths with different people at various points in time, and no solution worked for all scenarios. I think in those cases, it may come down to either or both of color calibration on the display color profile and special color space adjustments in the particular application - the magnifying glass (which by the way is part of the OS X color panel and provided by it since it shows up in all the other pickers too) just doesn't know what it's picking at that point.
That said, there are simpler cases than that that still mess up. I am still a novice in color management (although not for a lack of trying) and I would be delighted to be proven wrong. The source code to Hex Color Picker is available for anyone to fiddle with, and it is effectively abandonware by now. I still use it myself but I mostly don't have the opportunity to get anything done on it.
I also use Developer Color Picker, which may or may not have these problems.