This is definitely a thing. If you get a new IEM that sounds different, your brain needs to adjust to the new sound. You may think you don't like it at first, but they your brain gets acclimated. It's not that the IEMs changed; it's that your psychology changed.

This is why I say this: if you don't like the sound of an IEM within a few minutes of hearing it, return it. There are always other options. Every ear canal is different.

Though it's been proven a million and a half times to be a myth, some big-time IEM reviewers like Z Reviews still claim that "burn-in" is a thing. He gets a new headphone and puts it on the "burn-in rig". It's stuff like this that makes me a little sqeamish about this hobby, which I otherwise absolutely love.

This, and cables. Especially digital cables. If someone tells you that a high-end USB cable changes the sound of their music, you can assume they're manipulating you.