Yes, I'd say that MIDI files-- be they songs or styles-- which use only GM voices for maximum compatibility between different keyboard models should always be revoiced and tweaked ("re-effects-ted"?) to use the best available voices and effects on whichever brand and model of keyboard you intend to use them on. For that matter, if you're going to be playing the file with a computer program-- a DAW or other MIDI sequencer-- and using a MIDI soft synth or virtual instrument collection for generating the sounds, then tweak the file for that.