To replicate this fault, please do the following:
1) Create a new document using the web workspace.
2) In the new document, open the swatches palette and note that the default colours show the RGB color spaces.
3) From the Edit Menu, go to transparency blend space and change it from RGB to CMYK.
4) Go to document setup and change the intent of the document from web to print.

What SHOULD happen:
All colours in the swatches panel should go to CMYK;

What ACTUALLY happens:
All colours in the swatches panel remain RGB. This results in an RGB black that cannot be changed, whilst other colours can be changed to CMYK.

Workaround:
1) Set the Transparency Blend Space back to RGB.
2) Go to the document setup and change its intent back to Web.
3) Once the intent is changed, go to document setup again and change its intent to Print.
All colours now go to CMYK, along with the transparency blend space