Conventional wisdom says that, if there is any difference at all, the difference would be in the opposite direction from what you are describing.

At first glance the opposite of your impression might be expected when using a 135 film format lens on a smaller sensored digital camera.

If you are shooting in a situation where there is a strong light source (or multiple strong light sources) inside the field of view or just outside the field of view then lens flare, particularly veiling flare, will generally be worse at larger apertures and would reduce overall contrast which might also be perceived as making the colors less saturated.

This would especially be the case when using a lens made for a larger format than the camera with which it is being used. This is because the lens is collecting light over a wide enough field of view to cover a larger sensor than the one in the camera collecting only the center portion of the image circle cast by the lens. All of that light is entering the lens, even if it is not being directly projected onto the smaller sensor. Some of the light from the wider field of view may be bouncing around and getting reflected inside the lens.

Lenses designed for smaller sensors can be made so that they block off-axis light from just outside the field of view that is coming from the same angles that would be included in the field of view for a same focal length lens designed for a larger sensor.

But since you seem to be indicating the opposite, that is not the source of the phenomenon you've described.

Another consideration when using a legacy 35mm film camera lens on a digital mirrorless camera is the adapter required to position the lens at the correct registration distance from the camera's sensor. If the inside of the adapter tube is reflective, it could be allowing light from the larger image circle cast by the lens to bounce around and cause flare which would reduce contrast and possibly cause a color cast that would tend to make the image look less saturated. This would probably be more noticeable at wider apertures because the light projected by the lens is less collimated at wider apertures than with a narrower aperture.

Absent of any details regarding the particular lens, adapter, and camera as well as the lighting conditions and some sample images that's about the best guess I have.