The caption for the first setting says:
Is this your problem?To achieve our target luminance of 100cd/m² in our totally dark room we set the 'Brightness' to 9. Most people will find this too dim, you should set the 'Brightness' to match your room lighting as it has no effect on the picture quality.
And have you checked that the settings are the same between the PS4 and Xbox inputs?
And making sure both consoles are set up as similar as possible in their video output settings (RGB full range vs limited range can catch people out - have it set to full range on both consoles and the TV)
What about watching the same content (be it a software title, YouTube or Netflix, etc) on both consoles to compare?
You want to eliminate as many differences as possible.
To top this off, yes, a properly set up TV will look dim.