As Toole keeps saying, an omnidirectional microphone does not hear the same as a two ears and a brain. What might look horrible in REW might be inaudible or subtly audible in reality. Conversely, what might look subtle might sound very different. Lots of audible phenomena does not even show up on a simple on-axis sine wave sweep. You need special measurement procedures to uncover what is going on. Then once you have the measurements, you have to interpret them with understanding of psychoacoustics - i.e. knowledge of what is perceptible and what is not, what is important and what is not.
And that is only the beginning. You asked if it sounds "better". That is a matter of subjective preference and taste, and that is not universal. You can view preference as a cluster around a target - most of us prefer the same thing, but not all of us do.