Screens and printed images are fundamentally different methods to display images. Screens emit light, while a photo print reflects the ambient light. A screen will always appear brighter because it has its own light source, especially since most of us have our brightness and saturation turned up high which drowns out the shadows of an image.
Converting what you see on screen to a print is a universal challenge that many professional photographers struggle with today.
Our photos are a professional, matte finish. If you are used to printing glossy prints, this may also make a difference when comparing photo prints.