Actually it is some software that doesn’t interpret the color profile information in DxO sRGB exports correctly if just the tag is used instead of an embedded profile. The colors in the exported file are accurate. If you see this issue with your software here is the workaround by using an sRGB profile as custom profile on export. This will embed the profile rather than just tagging the file. By the way, DxO is not the only software working like this.
This is an example of a mixup which inexperienced users do: The monitor profile is never the right profile for an export. It may work for you if you take over the result in a color managed application on the same machine. If other users follow the advice and post images like this on the web or just pass them on by mail the disappointment is guaranteed.
Your monitor profile will make just no sense on other peoples hardware, even if they use color managed software. It is a profile just for output to your specific monitor. Therefore, for any exchange, you have to use one of the well defined color spaces. sRGB happens to be the one that is available everywhere and is usually assumed even in non color managed software.
Therefore my recommendation (for the inexperienced) is to use sRGB only at all stages.