What image viewer are you using to view the exported JPG? Microsoft's software tends to be less color-managed than it should be.
I changed the image viewer to that recommended for Windows 10. Result is a much improved image thanks.
I changed the image viewer to that recommended for Windows 10
And which one is that?
"Windows Photo Viewer" is color managed and displays correctly in all instances.
Windows 10 "Photos" is not color managed and displays incorrectly. How much depends on the monitor, as well as the color space of the original file.
I set to Microsoft Photos using Settings/Default Apps/Photos/ then Microsoft Photos.
In that case it sounds like a problem with the monitor profile - defective or simply the wrong one. This can affect different color managed applications differently.
"Photos" is not color managed and does not use the monitor profile at all.
I have recalibrated my monitor using xRite without any noticeable change. The jpeg image still looks darker with more contrast and is more saturated than the Lightroom image.
OK. To get down to basics.
You first need to separate color managed from non color managed applications. There is a fundamental difference. The former uses your monitor profile to display the image and are right, the latter do not and are wrong. The two will never match completely.
Color managed: Lightroom, Photoshop, Windows Picture Viewer, Firefox.
Not color managed: Photos, Windows Explorer, Internet Explorer, Edge.
Now the crucial part: Color managed applications should always display absolutely identically under all circumstances. If they do not, that means color management is breaking down somewhere, and the usual suspect and most likely cause is always the monitor profile.
In non color managed apps, all you can do is keep the file in a color space that is roughly similar to the monitor color space. Usually that means sRGB. These apps do not use the monitor profile and are unaffected by a broken profile. But be absolutely clear that they will never display entirely correctly.