@NotMyFault Thank you for your efforts! Indeed, it may just be a limitation of the PDF format itself. But, strangely, the images included in the PDF files exported from Affinity Designer are apparently formatted as 16 bit (although their internal data seem to be compressed to 8 bit).
@Alex M I use Affinity Design to make scientific figures, so it would be nice to be able to make a PDF with 16 bit color depth so the quantitative data of the images remain uncompromised.