Colors don't change when I convert files to CMYK

I have been having trouble exporting files in the right colors. So initially, every time I converted a file to cmyk, all the whites looked yellowish and there was generally a lot of distortion in the colors. I know colors tend to change when converted to cmyk but that was not the case, they looked exactly the same on a printed paper. I looked a little bit and found out that I probably have done something with my colour profile and the best solution was to delete the preference file "Adobe Photoshop CC 2018 Prefs" from the library folder associated with photoshop. That helped to get rid of the yellow tints and the distortions in the colors. However, when I convert RGB files to CMYK its like nothing changes and when the file is printed the colors look saturated, as if I printed an rgb file. Does anyone have an idea of what could be wrong? The same issue appears in other apps, like InDesign.