Images on the Web can look better than on a magazine page. Photographic prints have a contrast range of about 100 to 1. It is simply not possible to make one sheet of paper that has reflective properties more varied than this. Magazine pages are generally even worse than photographic prints in this regard. Highlights are not very white and shadows are not very black.
Slides have at several times the contrast range of a print.
That's because they work by blocking the transmission of light. If the slide is very clear, the light source comes through almost undimmed. In portions of the slide that are nearly black, the light source is obscured. Computer monitors are closer to slides than prints in their ability to represent contrast. Shadows correspond to portions of the monitor where the phosphors are turned off.