Smaller sensor = less total light falling on it. The micro-4/3 sensor gets about half as much light as APS-C which gets about half as much as a full-frame 35mm sensor. One f-stop is equal to one halving of the light gathering capability.
Your adapter isn't hurting you. A 28mm f/2.8 lens is still a 28mm f/2.8 lens. While it might be thrilling to have the larger sensor of the full-frame (or medium format) camera, most of us aren't ready to plunk down $2500 for an EOS 5D Mk. II.
While what you say is true, it is confusing. Each sensor site on any-sized sensor will get the same amount of light from the same lens as long as the sensor site (pixel) is the same size. Only the sensor site size matters (A single red, green, or blue pixel). So from that perspective a FF camera set to 28mm f/2.8 will have the same ISO and shutter speed as a u4/3 camera set to 28mm/f2.8. (caveat: as long as ISO100 of FF == ISO100 of u4/3, they are NOT always the same). Only real difference is the CROP of the projected image onto the respective sensor.
DPReveiw will list sensor sizes to help compare, but ISO vs. aperture vs. shutter speed is consistent from camera to camera with the same lens. The same lens on any camera body will always have the same projected image size and brightness. You sensor size simply limits how much of it can be "seen" at once.
A simple tube lens adapter does NOT loose light, but tele-converters do. Basic math on a tele-converter is f-stop = f/(aperture * magnification) so a 1.9x tele-converter would take your f-stop from f/2.8 to f/(2.8 * 1.9) = f/5.3. This may not always be true depending on the tele-converter design, but in general it is a good rule of thumb.