So, it is interesting and more complicated. The exact part:
\setupbackend
[format=PDF/X-1a:2001,
intent=Coated FOGRA39 (ISO 12647-2:2004),
option=always,% for a much bigger document :-)
]
… seems to work on my Debian standalone ConTeXt installation (ok, I will test it again but it objected nothing (about ICC not embedded) in yesteday in Acrobat's preflight) but on my Win XP standalone one it doesn't work. I have the profiles in the same directories, of course. On Win it can't eat the comma, on Debian it can.
Although the advice:
\definecolor[cmykblack][k=1]
\setupcolors[rgb=no,cmyk=yes,intent=overprint,textcolor=cmykblack]
… seems very logical, it doesn't work, preflight still sees the text like a greyscale.
Thanks, Honza