Limiting to CMYK while drawing would cause inaccuracies and poor results in paint blending because the range of colours available in CMYK is smaller. We need the largest range of colour values available for generating partial blend results during paint mixing calculations.
When you convert, the application (Photoshop in this case) converts any non CMYK legal colours in your image. If you painted in CMYK you’d get the same limited palette. This is why ArtRage works in RGB, we try to avoid reducing your colour palette as much as possible.
Why doesn’t ArtRage convert from RGB to CMYK when the painting is finished?
Converting from RGB to CMYK is an advanced operation that ArtRage is not currently suited for. We recommend using programs that are specifically designed for CMYK to convert the final picture.