Zorba

Hi and thanks (very much) in advance. I am making a book cover for a paperback book -- I am using Affinity Publisher, and I also have Affinity photo (and Designer, too). There is a photo (from Unsplash, free to use) that I want to use on the cover (the photo is attached). It is a blue sky with a cloud -- and the blue is so bright and wonderful. It's a jpg file, but the problem is, when I convert to CMYK (which is required by the printing company) -- the blue sky fades, and loses all its magic. Is this what always happens when JPG goes to CMYK ? ... Or is there something that I don't know about Affinity Publisher (or Affinity Photo) -- is there some trick or technique to keep the CMYK blue looking bright like the jpg blue sky ? Thanks again ... from Zorba