Mystery of Colour layer in Photoshop - a CMYK and RGB comparison

Recently I've been applying the values of my painting and then laying down a colour layer on top. When I do this I work in CMYK and use the CMYK sliders. Feels like I'm taking more of a traditional to colour mixing. If you work in an RGB document then you wont have the issue I'm going to address. I prefer working in CMYK first so that I'm always working with the colours I'll be seeing on the print.

To the problem. It starts when working with the 'K' slider, which is basically black. However, this is where you can get mislead. You can have to different 'greys' that will look the same but their constituents are different and this is what can mess you up when you apply colour on your 'colour' layer.

Here we have two greys:

Here they are side by side:

There shouldn't be a problem when appyling your colour on your colour layer right? Well...there is and here is an example:

You can see the red is over both of the dark greys. Where did the red over the left square go? Why did it go? My only guess is that 'K' doesn't hold any properties that interact with the colour layer but why can't a colour layer interact with a grey? I don't know how to be less vague than that. Hopefully someone else can chime in. The C, M and Y colours do hold properties that interact with colour layer, hence why the red is showing up in the example. 

Use the gradation of grey to black swatches in your tools for Photoshop to avoid this problem. Don't move the K slider just by itself.

So...back to my Mantis Shrimp study that is riddled with this problem :<