I looked through a number of previous posts on this topic and that didn't lead to an obvious answer. This is the situation:
Loading a raw file (RAF) or the JPEG thumbnail from it works fine and everything looks normal.
Loading a .tiff file converted from the RAF file (using DCRaw) triggers the warning about using a default profile (sRGB) because it is an unprofiled document. It creates a very dark over-saturated image in Affinity. This .tiff can be opened in other applications (e.g. Windows Photo Viewer) and displays correctly.
Everything is defined as sRGB (the camera, the file, the monitor and the Affinity RGB color profile).
I found that if I go into Color Balance and choose 'screen' rather than 'normal' it makes the image look proper. Is this normal behaviour and if so why.