Why would you buy a set of different IEM’s when you can just change the signature with the equalizer?
Well, there’s a lot of reasons. Different IEMs, and all headphones for that matter, have different driver types and enclosures, which result in a different presentation of sound. For example, I have the JVC HA-FDX1, which has 11mm Dual Carbon dynamic drivers. I also have owned the Klipsch X10, which has small single balanced armature drivers. There is a huge difference in sound even after you equalize, because of how sound works. Dynamic drivers are fundamentally different from Balanced Armature drivers, dynamics usually push more air and can produce lower frequencies with less distortion. I tend to prefer equalizing my FDX1 and changing the filters it comes with if I want a different kind of sound. BA drivers are usually better at high frequency reproduction, and therefore produce more detail in the treble.
But to answer your question, you would buy different IEMs for not just for different sound, but for a good in ear fit, comfort, weight, build quality, sensitivity and impedance, wireless (Bluetooth) capability, and other features such as a microphone or play/pause buttons on the cable.
Continuing off of @DivineCurrent’s post, presentation and timing are both huge with music being so dependent on sound.
Having the same frequency graph tells you nothing about sound stage, timbre, tone, imaging, detail, etc.
Also, you want to be careful about EQing too much as well because it can distort.