Certain parts of your media's color gamut may extend well outside the ability of your monitor to represent. So in some cases colors that appear fine on the screen will on a print appear at least over saturated, and quite often too dark. The colors are actually printing correctly, but the monitor is not showing them correctly. For instance most media can show much more saturated yellows, greens, and blues than my high quality monitor can display. So even if your monitor and printer are optimally profiled, you can still see discrepancies on challenging images which will show up the most when you are using very high gamut media.
Or it may be something else. I believe there have been a few color management bumps in the Mac OS's, but as far as I know it's working well now. Have always used PC's, no color related troubles recently.
There is a site called iccview.de that can visually compare the gamuts of two different profiles. It can be very interesting to compare your monitor's system profile with your media's profile. When I first did that, it was kind of a Eureka moment for me, a lot of shortcomings I was seeing with soft proofing were suddenly explained. Unfortunately iccvew only works with type 2 profiles, but it's worth a try in any case.