using icc profiles is not about getting better or nicer images.
it's about matching the rendering on screen with the printed result.
in order to get there, you will need icc profiles that match your hardware (monitor, printer, ...) and just enabling the color management will give you random results.
(ok, there are standard profiles that do an ok job with "normal" hardware...)
so, yes if you change the icc profile you're using, the rendering will probably change.
that's to be expected.