Frank, Armando and Charlie, thanks for the additional info.
I also suspect that the image viewer of Windows is color space blind (or ignorant), just like IE. But, like I mentioned, I don't think I have had the color discrepancy issue of JPEG files at least between Photoshop and Firefox.
My general impression of Windows 10 is that it has continuously been beta version since its official release in the summer of last year, and has constantly been updated in the background including its bundled software. So, it is very difficult to trace the version history and nail the cause of the problem.