First of all, Vallejo MC ultramarie blue is not ultramarine blue. You'll need a true ultramarine blue if you want to use it as a primary. Andrea make a good ultramarine blue, or you can use Golden Fluid Acrylics, they have an ultramarine blue.
Yes, darkening with black will desaturate any color (except gray). Same is true mixing complementary colors. To counter the effect, mix in a color of the same hue that is brighter than than your base color, like a true ultramarine blue or phthalo blue. (IDK if vallejo has a phthlo blue). Pthalo blue dominates everyting you mix it with, so use it sparingly.
It is not true that you can mix any color with primary colors. You can only mix most colors. For example, you can't mix white, you can't mix the color of neon lights, and you can't mix a color that is brighter than your primaries.
You only need two colors to mix black: a true ultramarine blue and burnt sienna. The ratio is more like 60/40. The reason you aren't getting black when you mix all the primaries is because the ratio isn't right. It's mostly blue, some red, less yellow.
Supposedly you can get a wider gamut of color using cyan, magenta, and yellow.
Personally, I find limiting my palette to just the primaries gets tedius. Don't get me wrong, it is important to have the primay colors when color mixing, but it is less tedius to start with a color that is closer to your target and use primaries to adjust. Also, earth tones like umbers, siennas, and yellow ochre are very helpful too.