I am not exactly sure myself. With every upgrade Adobe changed over more filters to work in both 8-bit and 16-bit mode, not as much progress in changing rgb to cmyk. The problkm does nto bother me since most all my source images are in rgb and I only switch to cmyk at the very end before printing.
You don't want to change modes form cmyk to rgb and back to cmyk, cause a lot of valuable color information is lost. Images with effects are more fogiving though as they usually make an image look surrealistic in whihc the color does nto have to be accurate to real world objects. You may just need to add some saturation or duplicate the layer adn chaneg the top layer to soft light at about 30% to get some detail back into the image after going back and forth between color modes.