Well, that's a good question. And, although it really shouldn't matter as a .pdf is certainly no "press-proof" for RGB documents (...usually synonymous with saying "shit for web" these days) -- it does.
In my workflow, at least, I'm increasingly creating decks that contain comps for The InterWeb, like "landing pages", emails, and banners...
So what's the problem? The problem is, unless you futz with your Export Adobe PDF Settings, your decks will always be converted to CMYK during the exporting process even if you have your "Color Conversion" option (under Output) set to "No Color Conversion" -- and assuming you've placed RGB files in InDesign.
The issue has to do with the "Adobe PDF Preset" and "Standard" options that you choose from the list of defaults at the top of the Export Adobe PDF dialog.
Essentially, make sure "Adobe PDF Preset" and "Standard" are set to PD/ X:4-2007 before tweaking your Output settings.
Regarding Output setting, take a look at these screen grabs, they should help. If you really care, this person describes the situation better than I.
In this case, I saved my settings and labeled them, "Preserve RGB for Web", so that I remember next time. Perhaps this issue is solved in CS4?
why not just 'print to PDF' from indesign and save yourself the hassle?
it'd stay in rgb then, eh ?