well, deffinitely trust your ears on this
It will alter the gain level going into your effects chain, so your comp will deffinitely behave differently unless you change the input gain or threshold setting. You should also notice the effect of the different gain level on the other pedals too - overdrive will have more "drive" with more gain, envelope follower will have more or less "range" and/or "sensitivity"
I'm being a bit vague as I don't know whether the input gain will have gone up or down, but either way, if you're happy with the sound, stick, with it!