You are using the RGB color picker and that bright red is out of gamut (cannot be produced) for cmyk inks.
Also, you can pick a red color that is considerably more saturated than the CMYK values you have entered—it’s the 13% cyan and 2% black that is dulling the CMYK color.
The appearance of a CMYK color depends on the document’s assigned CMYK profile—Edit>Assign Profiles.... Here I have Coated GRACoL 2006 assigned to the document with the CMYK values set to 0|95|90|0:
Adding 13% cyan, 2% black dulls the color appearance—it also changes the equivalent RGB values: