Diagnosis
You're not doing anything wrong; Windows HDR calibration is just a mess. The G6 is an HDR600 monitor, but Windows often applies incorrect tone mapping, making SDR content look grey.
How to Fix It
First, enable HDR in Windows Display Settings. Then, press the monitor's joystick and go to Picture > HDR Mode. Set it to 'HDR Dynamic' for most content (it's more vibrant) or 'HDR Cinema' for movies. Crucially, go back to Picture > Brightness and crank it to 100. HDR content is mastered expecting max brightness.
If That Didn't Work
Use the Windows HDR Calibration app from the Microsoft Store. It will create a color profile that helps Windows map tones correctly. After running it, go back to Windows HDR settings and adjust the 'SDR Content Brightness' slider to your liking for desktop use.
Heads Up
Leave HDR turned off in Windows for general desktop/web browsing. Only turn it on when you're about to launch an HDR game or movie. The monitor will auto-switch, and you'll avoid the washed-out desktop look.