Squared shadows

[Gray The Alien]

Hi,

 

I am having a problem with my two recently purchased monitors.
Shadows are blocky and squared looking, not "smooth". See picture for reference.

 

The picture is of a HTML file I made that consists of a black box with blue shadows around it.

These shadows are supposed to be "smooth" and not blocky like it is shown here.

I have tested this file with my work monitors and I do not have the same problem there.
 

The monitors that have the problem are the following: MSI Optix 24" LED Curved MAG241CR
 

OS: Windows 10.

 

System specs:

Cooler: NZXT Kraken X52
SSD: Samsung 960 EVO 250GB
HDD: WD Desktop Black 2TB 3.5
Power supply: Corsair RM850x 850W

Processor: Intel Core i7-8700K @ 4.7GHz
Motherboard: ASUS MAXIMUS X FORMULA
Graphics Card: MSI GeForce GTX 1080 Gaming X
Memory: 16 GB of G.Skill Trident Z RGB DDR4 @ 3200MHz
 

[Gray The Alien]

Factory reset my whole PC. Seems to work now.