RGB and CMYK are not rival file formats. They are models for two physically different ways of producing color: emitting light and absorbing it.
RGB begins with darkness
A screen creates color by adding red, green, and blue light. With no light, the display is black; combine all three channels at full strength and it approaches white. This additive model can produce bright colors that ordinary printing inks cannot reproduce.
CMYK begins with paper
Printing usually starts with a light surface and adds cyan, magenta, yellow, and black inks. Each ink absorbs part of the light that would otherwise reflect back to your eye. The process is subtractive, and its available gamut depends on ink, paper, press, and profile.
When to convert
Keep original artwork in a wide, well-defined RGB color space while editing, then convert a copy using the output profile supplied by the printer. Converting early throws away color possibilities; converting without a profile replaces a managed decision with a guess.
What to check before export
Confirm the printer, paper, output intent, total ink limit, black generation, PDF standard, and proofing requirement. Then inspect saturated blues, greens, oranges, deep shadows, and neutral grays—common places for a visible shift.