Photo-Paint 2018 RGB2CMYK

Hello... When convert RGB to CMYK in Photo-Paint 2018 I lose dark details, which become too dark... See picture in attach... Arrow point to blue fence in dark place which is not visible on Photo-Paint conversion ... ... I convert same RGB image in Photo-Paint, Photoshop and PaintShopPro ... from Adobe 1998 to Fogra39 ... Same settings in all three programs ...

I have problem when send prepress pdf of my magazine to my press, becouse all images are too dark if I use RGB2CMYK conversion in Photo-Paint ... but it is correct if I use Photoshop or PaintShopPro ... Even more ... If I open image which I convert in Photoshop or PaintshopPro in Photo-Paint (open CMYK image) colours are O.K.... So I conclude... conversion is not O.K... 

Any help is welcome ...