Pasted Smart  Illustrator smart object into PS is Grey, not black   CS6

It depends what mode this .ai file is using

If it's CMYK, you might have it set to Process Black 0 0 0 100 which when imported into Photoshop translates to R 35 G31 B32

If it RGB, the RGB would be 0 0 0 or Photoshop Black.

So if your ai document must be CMYK, click on your black foreground swatch and set the Color Picker like so, before creating your artwork for Photoshop.

Or create your Ai file in RGB mode, checking that Black is indeed 0 0 0.

and of course I will leave you with this: http://www.andrewkelsall.com/the-professional-designers-guide-to-using-black/

Glad to hear you found out what went wrong. I'm surprised Ai CS6 would convert your mode from RGB to CMYK before asking if that is what you want to do.

Perhaps look at your Color settings (Shift + Ctrl +k) and see what the conversion policies are or Reset Warnings in your Preferences.

As far as Ai CC goes, an RGB at file is kept at RGB when opened again.

The Illustrator file is a separate file, it has its own color mode. You can paste or place RGB content into a CMYK file and it's still CMYK.

You can, however, open an RGB image in Illustrator, and then the file will remain RGB.

There is, as you've learned, a difference between 100K black and rich black (4C black). You might want to go into Illustrator preferences and set Appearance of black to "display all blacks accurately". This will display 100K black as what it is - a dark charcoal gray.

The default setting is "display all blacks as rich black" and you can't tell them apart on screen.

Photoshop doesn't have this option and will always (in CMYK content) display all blacks accurately.