CMYK/ RGB export for print file - lighter than original graphic file

Hello! I have a problem with Coreldraw that when I want to export a grayish-black image to pdf or jpg the color changes and takes on much lighter color.

These are my settings

I should also mention that the original image is RGB and I need the exported image in CMYK. How can I export the image in CMYK so that it does not lose color quality.