iSeeThis

You can already do this on Windows, and I presume it would work similarly on Mac:
Create a new Publisher document. It will have one page.  Click on the Place Image Tool, which will open up a dialog to select files. Select the images you want, and click Open (or other appropriate dialog button). You now have the Place Image panel open, and the first image highlighted. Click and drag in the document to Place  the first image. If you want the next image to be on the same page, click and drag again to Place it. If you want the next image on a new page, ctrl+shift+PageDn to create a new page, then click and drag on it to Place the image. Repeat from step 5 until  you're done. You could use Guides on a Master Page to help position the images if you want one per page and in the same position. Or you could use an approach where you put a picture frame on a document page and then duplicate that page "n" times, and then navigate from page to page placing the images.
When you're done, File > Export... to make your PDF.

RGB pic to CMYK doc of Photshop = same color as it was in RGB mode.
RGB pic to CMYK doc of AP = different color. Mostly negative.
I've tried to search for answer and I know that someone talk about gamut, color space, color profile, color proof, etc.
But frankly with my stupidity I don't know why Photoshop can maintain the same saturation, brightness, etc, while AP can't do so. I'm not educated in digital arts enough and this really bother me for a big while. Can someone tell me the answer so I can sleep well from now on? Is it possible to have AP act like photoshop when import RGB file into CMYK doc? Thanks a real million!

Thanks SrPx. My CMYK profile is SWOP v2 (both PS and AP)
 
The first one is original sRGB from DAZ Studio
 

 
The second one is the result of importing to new CMYK doc of Photoshop. The result is almost exactly the same to the original.
 

 
The third one is imported into new CMYK doc of AP

 
As you may notice, red level is dropped dramatically. Sometimes it's good. But most of the time I have to abandon AP because it takes too much time to adjust the color alone (I'm not such a professional and editing color is not my beloved job).

To add a point of view. I suspect that now I have a stupid workflow. I import original pic to new CMYK doc of Photoshop. Then I open the saved psd file with Affinity Photo. I apply the AP's features I like. Then export to psd again for easiness of final procedure in Indesign. I just want to know a way to do it alone in AP. I know that nothing wrong with gamut since I can import CMYK psd file with no flaw. Just don't know how to import original file into AP without color problem. Thank you!