JPEG still exports are darker with shadows crushed. Tiff files are ok. I believe an SRGB profile is being added to the file which extends black levels in a colour managed environment such as Preview, a browser, or pretty much anywhere else.
Problem can be still be seen when JPEG re-imported into Premiere, although when cut to a timeline the SRGB tag is ignored and the image is correct. This is a real problem for us exporting stills for publicity or to show a grade in progress, we have to use Tiff export and convert to JPEG after.
This issue has been introduced somewhere along the line since 14 was released.
What is the color space of the jpeg files? It should always and only be sRGB of course, as anything else will not work properly in Premiere. ProPhoto, A-RGB, any of the many other spaces used for stills work do not work correctly in a Rec.709 workflow.
And as you're on a Mac, I presume you're using the Display Color Management option in Premiere?
And that you're aware that Apple's decision to only apply one of the two required transform function of the Rec709 standards causes mis-viewing of Rec.709 material on their systems. Adobe provides that export LUT to make things look "proper" outside Premeire on a Mac.
But on everything else, that breaks the image as then it's got crushed blacks and is over-saturated.
Resolve added the option at export to 'tag' the file Rec,709A (yea, as in A forApple) which adds an NLC tag to the file so that Mac's show it 'correctly'. However ... that file then shows (da-da-DUM!) ... with crushed blacks and over-saturated on all non-Mac screens.