I have been struggling with this for a while and now managed to find a solution: The issue is that an image displayed via WordPress looks bad in Google Chrome while the same page looks fine in other browsers. I discovered that I needed to add -–enable-monitor-profile to the target line of the shortcut I use for Chrome and then all of a sudden the colours are there.
These are images saved in sRGB with a profile embedded.
For all clarity, I am referring here to the full images, I know that WordPress does some resizing of smaller versions of the images and quality can suffer during that step, but this is different.
Note that the same images uploaded to Aminus3.com looks fine in Chrome, so WordPress does something that causes chrome to mess up somehow and therefore I asked the WordPress team to look into why adding this flag is required for WordPress and Chrome.