Preserve numbers does not change the numbers, these CMYK images remain unchanged, but they might appear with a different color if the output profile is different than their CMYK profile.
Why do you expect to get better results if placing CMYK images in InDesign, it is not true, only in very rare situations, where you need exact numbers it make sense.
I am asking because I have bunch of small images, where some slight color shift during conversion does not really matter. But I have also a few full-page PSDs, which I would like to convert to CMYK manually in Ps and I don't want them to be converted again during export of the final PDF.
If you are trying to preserve the numbers of linked CMYK files you would do it via the Color Settings' Preserve Numbers (Ignore Linked Profiles) CMYK policy. If you selected that policy when the doc was created, any placed CMYK images would get assigned your doc's FOGRA profile and the numbers wouldn't change. If you then set Document CMYK FOGRA as the destination in the export dialog, all CMYK numbers would export unchanged.
Export's Convert to Destination (Preserve Numbers) is different. It preserves the InDesign native CMYK color and swatch numbers when you set a destination that's different than document CMYK, but converts linked files with conflicting profiles. So if you had a document assigned with US SWOP that had placed RGB images and set the destination to FOGRA, your RGB images would be correctly converted to FOGRA, but the SWOP CMYK color and swatch numbers would be left unchanged—they would get a FOGRA assignment.
Thank you guys! I feel it like clear now.