There's a known issue in the Premiere Pro community where the colors/contrast of your exported video might not look the same as in your Premiere Pro monitor.
Unfortunately, to this day, Adobe has not resolved this with an update... that I'm aware of (but email me at support@videoschool.com if you hear anything!).
There's a couple things to try.
1. Make sure in your Preferences -> General settings that 'Display Color Management' button is checked on if you have the option.
2. If the above doesn't fix the issue, you can apply a LUT while exporting. Here is a LUT created by an Adobe engineer for this fix. Add this to the 'effects' tab of the export module. There is an option to apply a LUT here.
This needs to be done in the export settings, not in the Lumetri Color panel while color correction/grading your video.
Read more about this issue here
I hope this helps!
Phil