Your media, sequence settings, and export preset color management all need to match.
You have HLG media, a form of HDR, and are exporting using an SDR/Rec,709 preset.
To use that preset, you would need to go to the project panel, select the clips, right-click/Modify/Interpret Footage and set the color mamagement's Override to ... option at the bottom to Rec.709 AND make sure your sequence color management is set to Rec.709.