Does the train and validation set contain the same intensity values?
Also, do the training inputs contain a lot of air (-1000HU), while the validation data contain more organs?
Based on the loss, it seems your model might start with E(output)=0, while the target is a lot of -1000s.
Normalizing the output to e.g. [-1, 1] might help.
For the validation/test you could unnormalize the targets again and compute the real MSE.