A rough or heavily textured surface scatters light in many directions and creates its own small-scale shadows, which typically makes a colour look slightly darker and less uniform than the same colour on a smooth surface, where light reflects more evenly.
A textured surface has facets at many angles, so different parts of it face towards and away from the light. Those facing away sit in their own small shadows, and because the eye averages the whole surface, the overall reading is darker than the same colour on a smooth surface. The texture also breaks up any highlight, which is why texture and sheen partly cancel each other out.
Matters most on render, rough plaster, brick, heavily grained timber and textured wallpaper, and on any surface lit obliquely — raking light exaggerates texture more than any other lighting condition. Matters least on smooth, evenly lit plasterboard.
Choosing a colour from a smooth sample chip for a heavily textured surface. The colour on the wall will read a step darker and less even than the chip did, and no amount of adding coats will change it — the texture, not the paint, is doing it.
Practical advice
The same paint colour on a heavily textured render or a rough plaster wall can look noticeably different from the smooth sample chip it was chosen from — factor this in for masonry and textured-wall projects specifically.
Always confirm with a physical sample in the actual finish before committing to a large surface — see methodology.