Typical problem - materials look different in SD and UE4.
Similar threads suggest that usually it is caused by different lighting/reflections etc, but it seems everyone using Substance Painter, so I'm not sure if this is correct (somehow I doubt SD and UE4 use same renderer) or there are some additional steps needed when baking textures from SD.
Something like putting levels right before output node and making roughness map 50% brighter, that kind of thing.
Maybe there is some way to setup SD so it would render material more closely to UE4?