Looking at your images with an ICC enabled app makes a big difference. If the same JPG appears differently then its almost certainly that. Try looking at this web page...

http://www.color.org/version4html.xalter

and see what you get. If you get correct image then look at your images with this browser. Or else save the four images from the top pic and open with your image viewer and see what you get.

Windows Image Viewer does a pretty good job of viewing them ok. I would imagine that PS would too. PS being the pro app that it is has more options to save ICC profiles into images. Its likely to have more control and thus more chance that you will get it wrong. On the other hand the feeble apps will not even take into account the ICC then it will show it wrong.

For the record. If your not sure what ICC to use then either a) dont put one it or else b) (and this is more true if sending the pic to an external printer) put in the Adobe sRGB type.