Hi Andre,
1. I have seen this issue too, with my new style web galleries that are built out of Lightroom. I do not know why. They go in as sRGB, and supposedly come out as sRGB, but in Firefox, many of the images look softer and more desaturated slightly. Maybe not as much as you claim yours are, but they are.
2. Try this: Drag off one of the JPG images off the site, onto your Desktop. Open it in Photoshop. See if you get an alert dialogue box about "no embedded profile" or the wrong profile. I've seen this happen with iView, where, even if you check the box that says "keep embedded profiles", for some reason, in the end, the profile gets thrown away.
Good luck with it. I'll keep thinking about other culprits.
Regards to family,
MT