I've searched these forums and the web in general without finding anyone complaining of this. After completing an edit, whether it be in Premiere or FCP, we generally use Adobe Media Encoder to transcode, then Encore to author DVD and BDR versions of the same project. For BDR I've encoded both to MPEG and H264 Blu-ray at default settings. (in the past whenever I changed encode settings, Encore would re-transcode so I avoid this now)
The resulting Blu-Ray disc seems so much darker, not only than the DVD version, but of the original timeline in Premiere as it appears both on the computer monitor, and output to a video monitor via Black Magic Intensity Pro.