Just to add a little to this conversation. I had a document with an object filled 0C, 0M, 0Y, 100K. It was CMYK/FOGRA39 in document setup and the PDF export was set to the same. When exported the PDF had a rich 4 colour black. I tried this a few times, using assign, convert, with profile embedded and without. I also tried starting with an RGB document and converting it and also starting with CMYK. After many attempts it worked and gave me the 100% black I needed. Unfortunately I can't quite give you the series of events that led to it working. It now works on all documents.
On a related subject when an RGB black 0,0,0 is converted to CMYK/FOGRA39 it gives the same rich black 89, 69, 72, 97 colour split as the above conversion. It would be better if it gave a 100K black I think, there is very little use for that rich black.