Normally there should be no need to, but are you talking about graphic quality or censorship?
What did you download? A CG set? Maybe the author just chose to compress it to jpg. Also, some games have jpgs as background and even character graphics. DMM and DLSite both show the file size of the product and they should be around the same size.
Otherwise, how bad is it? WIthout knowing what you did it is difficult to estimate what went wrong. For all it's worth, maybe you are just playing a low-res game in forced fullscreen mode?
If you are talking about censorship it should still be the same release.