I assume you mean they look like they are *underexposed*, since you say they are dark.
I'll guess, then, that you are using one of the camera options to make the in-camera JPEG's come out with artificially fudged curves (eg, highlight compensation, D-range, hdr, whatever). In general, these work by deliberately exposing incorrectly overall then selectively correcting part of the image in the JPEG processing through the use of different exposure curves. Most RAW processing programs won't know how to reproduce that bit of fudging, so you'll have to mimic the results yourself if you wish to get that effect. Or you could just turn off those camera options.
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