Within what web browser were you viewing the test images from lagom.nl? If it was Firefox, did you configure it to use colour management? If it was not Firefox, be aware that no other Windows browsers are properly colour managed.
Andrew's meta point is that non-colour managed applications have no knowledge of your profile and are just dumping image or video data straight to the display. You make adjustments to the monitor during calibration & profiling, but non-colour managed apps (including Windows) essentially can't use those results so you can't be concerned how "correct" they are, just whether they look okay. (I'm glossing over some details here.) If gaming and video watching is too dark, just turn up the brightness to an acceptable level.
Calibrating the display, assuming things were done correctly (you don't describe your target settings), won't "crush" the blacks. But obviously it will reset them to some baseline standard of performance for black point, contrast, linearity, etc. However in order to take advantage of this, any application displaying image data would need to be colour managed. If it isn't, then you're potentially working at cross purposes.