Can not help much, just offer some info.
Both you jpg and the one I export with your pp3 don’t show this desaturation in my Windows Photo.
There is some difference in color, especially noticable in the sky. But this is gone when I use RTv4_sRGB output profile, which I think is the default one. They then perfectly match. Have you tried this?
Edit: Just seen the different color is only in your jpg, not in mine. So, well… 