This is readily explained, Rafael …
From your observation, it’s apparent that your monitor is capable of rendering better-than-sRGB-color-gamut … Probably, it’s close to being capable of rendering the AdobeRGB color gamut.
So, when viewing your image within PL without Soft-Proofing activated, you are seeing your image with the full/unrestricted capability of your monitor (better than sRGB).
Then, when you export to disk, presumably, via the ICC-Profile = sRGB, you are instructing PL to “squeeze” all the color & detail described in its Wide Color Gamut down to what can be reflected by the sRGB gamut … which is the “correct” action to take when the targets for viewing your image are social media, and screens of friends and family, etc
- With the result that when you then display the exported image on your monitor, it does not look exactly the same as it did within PL.
The solution to this - so that What-You-See-Is-What-You-Get (WYSIWYG) - is to have Soft Proofing activated … with its ICC Profile setting the same as you intend to use for export-to-disk (most likely, = sRGB).
You could simply use the Classic/Legacy color gamut (which, actually, is AdobeRGB) - BUT, by doing so, you would not be benefitting from advantage in allowing PL to work with much greater degrees of internal accuracy - which is what Wide Gamut enables.
For more detail on the workings and benefits of DxO Wide Gamut - see here.
And, there’s more discussion on this topic in this thread: PLv7: Wide Gamut Color Space - Soft Proofing, Export to Disk, NikCollection