Why? Do you think convert during Export does not always give good results, or is it a problem for some commercial printers? I can think of one advantage, if you convert in Photoshop you can see the effect on color and further adjust in CMYK if needed.

Thank you, David. Clicking the triangle did the trick. Sorry to waste a brilliant mind on such a simple thing I should have known about, but now I understand what it is so very grateful.