In Painter, by default, the height map range is remapped to fit within the [-1, 1] range, that's why it looks darker: because it now contains negative values.
You can change this behavior by either changing the color space on the Substance output directly in Painter:
or by adding a user data on the height output node in SD:
Here is the documentation page about that:
https://docs.substance3d.com/spdoc/user-data-140902410.html
