Etienne, OK, what you are getting is expected. To compensate for the flat appearance of the matte prints, when you do the soft-proofing you need to make sure that you have checked the option "Simulate Paper White" in the Proof Set-up dialogue box. This has been referred to as the "make my picture look like s..t" option, but it's good, because it gives a better screen impression of how the print will look on paper. Then with this soft-proof condition active, you should adjust your contrast and saturation to compensate for the matte effect and print. You will see a noticeable improvement if you are not now doing that.
Mark