Thanks for your suggestion.
I've tried that already and it brings the following error: An unexpected error happened. If this problem persists, it would be nice if you could send us the input which produced this error.
It's entirely possible the online converter just doesn't do the conversion cleanly?
I'm not trying to sell you on anything, but I find Photoshop (and Illustrator) to be essential pieces in the AE workflow. Depends on what kind of stuff you're doing, of course.
If you're not interested in having Photoshop, it might be worth looking at another image editing program with CMYK capability, (free ones exist) even if you're just using it for conversion.