In the US, if the color profile is missing from a CMYK file before the prepress stage, it is legitimate to assume that it should be
US Web Coated (SWOP) v2. Most print shops in the US will make this assumption. In Europe, it may be
Coated FOGRA39 (ISO 12647-2-2004).
Between the prepress shop and the press, if the profile is missing, it is legitimate to assume that the CMYK conversion has been done correctly by the prepress shop for the particular printer to be used. It's the job of the prepress shop to get that right, and know about the specific printer.
The reason why photography shops send out CMYK files rather than RGB seems to be historical. When color separation was done photographically, with giant cameras and filters, the printer expected to get 4 images, C, M, Y and K, and photographers just continued that tradition. It may also be that the variation between CMYK color profiles is less extreme than the variation between RGB profiles. Nowadays, it could make much more sense, as @GoofyMonkey commented above, to stay in RGB until the prepress shop, and always include a color profile, as @qudrat commented. But, tradition dies hard.
The reason that photographers don't embed color profiles in CMYK images is that, for cheaper publications, publishers probably don't care, they don't take that much trouble over the image quality. For more expensive glossy magazines, the prepress shop will likely have the customer approve a proof of the image, and the customer then will ask for color adjustments or just OK the final result. The prepress shop probably doesn't care what the exact color of the subject was, they just care that the customer likes the final print.
If I have this answer right, all credit is due to Tariq Husain of Express KCS for his patient explanation. If I have the answer wrong, well, I clearly misunderstood what he was trying to tell me!