New answers tagged color-conversion
This might help you understand it better:
Yes, the CMYK colour space is smaller than the RGB space. So when you move from RGB to CMYK your colours are mapped to the nearest printable colour. To generalize, the RGB space has more very saturated "bright" colours. For in depth info, read up on 'additive' (RGB) and 'subtractive' (CMYK) colour.
I had the same trouble, and after trial and error I found the solution: Simply uncheck 'embed color profile' while "saving as"
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