Hi coyote,
Welcome to Affinity Forums :)
This is a known issue with the Prophoto (ROMM RGB) (and other wide gamut profiles) when using Nik Collection in Affinity Photo. As you discovered if you use/convert to the sRGB colour profile the colours will appear correct both in 8 and 16 bit. So for the moment yes you will have to convert to sRGB if you want to use the Nik Collection.