I have calibrated my monitor using a colorimenter, however I found out that the colors appear different in different applications. I have created two test images and opened them in several applications. Here are the comparisons:
Black to white gradient: https://i.imgur.com/DQClfey.png
Red to 50% gray gradient: https://i.imgur.com/7PSl5qA.png
As you can see, the gray levels are different in Photoshop and Lightroom. Then in the web browsers, Chrome and Firefox are quite similar to Lightroom, although Chrome's gray levels are a bit brighter. Internet Explorer and the Windows Photos app look darker and have more saturated colors.
Another comparison of this web page in Chrome and Edge: https://i.imgur.com/dVTeu96.jpg
In Windows Color Management, the ICC profile associated with my monitor device is set to my custom profile from the calibration (screenshot).
Adobe Photoshop RGB working space is set to sRGB (screenshot).
In Firefox, I have associated my ICC display profile and enabled full color management (screenshot).
I don't know which colors are supposed to be "correct", because even my desktop wallpaper is shown with those more saturated and darker colors, so I am confused.
If I switch back to sRGB profile in Color Management, the colors are consistent in all programs.