Short answer: No.
Long answer: No, but you'll open up quite the can of worms with audiophiles with this topic. As you can tell from my signature, I'm a big proponent of properly-applied EQ. Here's a sampling of arguments against EQ:
1) You'll introduce artifacts into the sound, which is worse than the thing you're trying to EQ away
I've never once heard an artifact in the almost two years I've been EQ'ing. Granted, it probably depends on the plugin, but if you're doing stuff in Pro Tools, I assume you have access to a quality implementation. There's probably every possibility a poorly-programmed EQ could sound bad, so I'm not going to entirely discount this argument, but I personally haven't had any trouble.
2) Get better headphones if you want better/different sound
A cop out, IMO, usually said with derision. Every headphone, even expensive ones, will have some flaw or another. Nobody has made a perfect one yet, and nobody ever will. If there's an obvious problem, like a nasty peak in the mid-treble, there's absolutely no reason not to precisely identify it and EQ it out, especially if you otherwise like the presentation.
3) Get a different amp/cable/DAC/[fill-in-the-blank]
A big can of worms argument. There is evidence (actual, verifiable, repeatable, measurable evidence) that impedance mismatches can have an effect on tonality, sometimes quite a noticeable one with headphones or IEMs with wild impedance swings and low impedance. On the other hand, it's far more likely that very specific flaws (especially treble-based flaws) are the fault of the headphone's tuning and/or interaction with your ears and not something to do with your other equipment.
As far as cables and the other stuff, I won't comment as my experience is limited here.
So, anyway, tl;dr: you're not going to get a straight answer around here. Obviously I'm all for it. I've had some arguments with people who are dead set against it. If you like, you can try out the tutorial linked in my signature, though it's a bit much to read and a bit confusing to follow at first.