The original image I imported into Gimp, then converted it to grayscale by switching to grayscale mode. I exported it as Lenna-gray.jpg. After switching back to RGB mode, I exported again, as Lenna-rgb.jpg. When viewed in the Windows file browser, as expected, both JPEG images look identical.
In Acrobat Pro DC, I imported the images into a PDF document. Now, they look different. The grayscale JPEG has less contrast:
Why the difference in contrast?
In Illustrator there's the same issue: The grayscale image imported using File / Place… shows loss of contrast, whereas with the identical RGB image, contrast is as in the original file.
I am preparing a document for digital print (laser).