As a pdf may combine vector- and pixel data in various Color Modes and Color Spaces the issue may be more complex than you think.
What is the content of the pdf?
One could select "Images" instead of "Pages" if the vector content is irrelevant.
Photoshop creates one image. If the PDF page contains one or more tagged images,
they will be shown correctly, but they are converted into the chosen target color space.
The same image in different spaces and tagged correctly will look identical.
If the PDF was created by InDesign, then Grayscale images lose their profile.
The same image in different grayscale modes will look different in Photoshop, which
A test example (about 4MB):
Here we see the GretagMacbeth ColorChecker in RGB and CMYK spaces.
The appearance is correct and measured values (by Info) are almost identical, but
they differ a little, which is caused by rounding errors, going through many profiles.
As well we see Grayscale versions of the ColorChecker, and because of the
well known bug in InDesign (tested up to CS6) the appearance differs.
Besides test PDFs it's in my opinion a bad habit to assemble components with
different color spaces in one PDF. An exception may be the case of raster images
in one RGB and vector graphics in one CMYK, especially for large format printers.
Best regards --Gernot Hoffmann
Thanks for all your replies, 'much appreciated.
A little more detail... the problem arises because sometimes I'm sent generic PDFs for large format printing. If selecting "Images" the OK button often becomes unavailable (I assume that's to do with how the PDF has been created) and I'm forced to select a colour mode (defaulted to RGB but this has nothing to do with the file contents) and I don't know whether to select RGB or CMYK (at the moment I check with the sender if possible or make an educated guess after looking at the image).
Any advice appreciated.