I have actually experienced this incorrect color phenomenon, but before we can fix it, we have to fix your Windows color management. Currently, you do not have the ICC profile for your monitor associated with the monitor viewing conditions.
Open Windows Color Management. In the lower left corner of the Windows CM window, click on "add". Then scroll to the ICC profile specified for your monitor. If you are using the manufacturer's ICC profile, it will be listed as "monitor name, white point, ..." Select the ICC profile. Click "OK" and "Set as Default".
Redo your tests as see if you get the same results.
This problem can be a real riddle to sort out.