Honestly, they pull crazy tricks to get plasma and especially LCD to look "super bright", too. If you adjust them correctly and disable all the dynamic black tricks (that don't work on lots of common images anyway), you end up with something comparable in luminosity to a decent CRT. Heck, the CRT will often have better contrast.
As a note, the controls on your TVs and arcade monitors are hilariously misnamed. The reason is largely historic. Here's what you need to know:
CONTRAST is what you probably think of as "brightness". This controls how "hard" the tube is driven at a given input signal. In other words, if you turn this up, "fully white" gets brighter. This control doesn't have a ton of effect on black level. The ideal point for this control is where "100% white" is reasonably bright but not causing blooming, heat distortion of the shadow mask/aperture grille, etc. Such a setting is somewhat subjective - I tend to set mine a bit dimmer than many - but there's definitely "too high" and "too low" settings that are obvious. If you call up a gray ramp, you should be able to tell the difference between the top 5% and next 5% down of the bar.
In general, this should never be above 75% if you're feeding it proper signal levels, though it does depend on how your color gains have been set.
BRIGHTNESS is what you would probably call "gray level". This controls how dark the tube is allowed to get. The ideal setting is of course "as dark as it can go", but you don't want the monitor to display dark gray as fully black. The ideal point for this control is easily determined using a gray ramp. About the bottom 10-20% of the ramp should appear identically black.
In general, I find that, on most monitors, 25-50% is correct. It will depend on how the screen control is set (see below).
SCREEN is actually adjusting the voltage on the second tube grid (aka G2 and called "screen" because it literally screens out some of the electrons as they fly from the neck of the tube to the front). This is an incredibly coarse control that has an effect somewhat similar to brightness. If this control is too high, you'll get "retrace lines". If it's too low, the picture will be very dim (especially dark gray/black) even with brightness turned all the way up. The ideal point for this control can generally be found by turning brightness all the way down, displaying a black picture (or no signal), turning the screen control down until the picture is completely black, then displaying a gray ramp and setting brightness as above. If you arrive at somewhere between 25-75% on the brightness knob, your screen control is reasonably set. There's normally no need for a user to adjust the screen control unless the monitor is very old or was never properly adjusted at the factory.
GAIN aka DRIVE is basically like contrast but for just a single color primary (red, green, blue). You can use a RGBW ramp pattern to set these along the same lines as contrast.
CUT-OFF aka BIAS is basically like brightness but for just a single color primary (red, green, blue). You can use a RGBW ramp pattern to set these along the same lines as brightness.
There's usually some iteration required between all of the controls to "dial in" the picture if it's way off (which it sounds like these are from the factory). If everything starts out pretty close, you can probably just adjust brightness/contrast and call it good.
If you need to do a full tweak up, the order is as follows:
Adjust SCREEN as documented.
Set brightness and contrast to 50%. Adjust RGB drive/cut-off as documented.
Adjust brightness/contrast to perfection (note that gain/cut-off is often pretty coarse).
Adjust geometry (height, width, position, pincushion, etc.).