That would really surprize me. Of course you don't hear the room as such, but its size, form and the placement of your speakers in it can drastically change their in-room frequency response.
I have
the same situation (scroll down to see the thumbnails - only members of that forum can pop up the full size pictures, but the thumbnails are good enough to get an idea) and when I first heard
my nearfield monitors I was delighted. But when I measured the frequency response at my listening position it became clear that the 2 speakers performed rather different due to their differents placements in the room. Anyway because I liked the sound as it was I first did not bother to EQ them.
But after a while (was it days or weeks? - I don't remember) the upper bass became a bit too present in my liking, so I looked into the frequency plots again and set up correction using EQApo (in Windows). You can see the resulting correction curves
here (again scroll down to the thumbnails, those with the red fillings). Notice how different they are, paricularly in the upper bass / lower midrange from about 200Hz upwards. Given that I first liked the sound as it was un-EQ'd I was really surprized how strong - deep and high - corrections were necessary for a flat f-response at my listening position in my room. It gave me a considerable, I would almost say huge improvement in precision, and it also became a lot more long-term-listening friendly.
Before you buy another pair of speakers which in your situation would likely produce a similar in-room f-response as your present ones I'd definitely say do the measurement and use an EQ to flatten it, or adjust it to your liking. This is likely a lot cheaper than buying new speakers, and has the potential to bring a very substantial improvement.