Yes you should avoid converting from RGB to CMYK in your file - there is no sense in doing that.
However the original poster is saying that the print shop prefers RGB files it doesn't mean they can't handle CMYK files - their rip will treat each equally.
It also doesn't mean you should convert your CMYK files to RGB either before sending to them.
All they are saying is where possible please submit RGB which is fine and shows they actually have a good handle on their workflow - many people still think sending CMYK to an inkjet rip is somehow preferable over RGB.
Some confusion on here with regard to color spaces. RGB and CMYK in 8 bit workflows are just numbers of possible colours that our eyes can perceive - there are thus no inherent gamut restrictions at this level.
Monitors, printers etc all have gamut limitations but neither RGB or CMYK are responsible for this - just the analogue restrictions inherent in these devices.
What is alluded to is the gamut restrictions of various color spaces within either CMYK or RGB workflows and here we have the problem.
In general, CMYK spaces are device dependent - you select them for a reason to align with your preferred press. However we have an inkjet workflow here with an EFI rip and thus which press workflow will you select?
There is no correct answer as this is not the intended device so most will select a color space for a generic press device like SWOP without understanding that you are limiting the inkjets gamut by choosing a gamut for some other output device as you are working in CMYK. Then CMYK itself gets the blame for having a "smaller" gamut than RGB - it doesn't of course but as you have chosen a color space for a press with a limited gamut CMYK as a workflow gets blamed.
Working in RGB you also have similar device-dependent color spaces (scanner profiles, monitor profiles etc) that will leave you with the same problem. However, To enable editing of images on RGB devices (monitors) various companies invented new RGB color spaces that were not tied to a specific device and gave neutral grays when equal amounts of RG&B numbers were selected. These are Device-Independant" color spaces and are specifically designed for editing on a monitor - i.e for you to open up and image in an app to edit and send to the output device, like Adobe 1998, srgb etc.
As they are not tied to a device they have their own gamuts which can be larger than many analogue devices (ProPhoto, adobe 1998), or smaller to ensure all devices show the same color (srgb).
Thus people think RGB itself has a bigger gamut - it doesn't, its just that some RGB color spaces do!
Thus if you are not outputting to a press, not only is there often no need to use a CMYK workflow, choosing a press gamut (like SWOP) when outputting to inkjet limits your gamut. If you worked in RGB and used a device-independent color space especially designed for editing like Adobe1998 you do not limit your gamut as much and your file size is smaller.
Any print shop that understands this and asks for files in this format marks them out as unusually competent in my experience - as long as it is only a preference and not a demand as many designers still work in CMYK for inkjet output without questioning themselves why they are so attached to big files and small gamuts.