The sound of a Midi file is determined by the quality of the sounds in the instrument you play the Midi file on, in addition for compatibility they normally use the GM sounds on the instrument, which on most hardware instruments are not the best, (If you have dedicated Midi files for a particular instrument only the best sounds are used) so you will need to change them to get the best sound of the Midi file on your particular instrument.

Remember, Midi is NOT an Audio file, but a simple data file that musical instruments can understand.

Hope this helps

Bill