Actually, a subwoofer can make things worse if it is incorrectly positioned in the room and/or bass traps are needed and not used, the wrong crossover frequency used, or the volume not correctly set. For most setups this means a certainly amount of experimentation is required. However, once these issues are addressed, a sub can be a big plus in a system.
However, even when the setup is done correctly, there can be a few situations where a sub will still makes things worse. That's where the recording itself has bass or sub-bass problems. I forget the exact recording, but I can think of one I heard a few years ago where the orchestra was apparently on a poorly constructed wood stand or floor and the sub did nothing but reveal a lot of very annoying thump-thump from foot stomping.