I compared your screenshot and your image in Photoshop, and I do not see any real differences in brightness. I do see a slight difference in color, but that can be explained by the fact that the screenshot has no color profile so I am not looking at the screenshot in the correct color space (which is your monitor).
Well, I'm viewing it on the Windows Photos app. But when I open the jpg version in Photoshop it looks the same as in the Photos app... I have to increase the exposition before exporting otherwise it's really too dark..