In general, moving to a thicker front sway bar will increase understeer, not decrease it. Remember that stiffening a sway bar will generally give you LESS grip at that end of the car.
(Some cars can actually see more grip with a larger front bar. This is due to the larger bar limiting roll and limiting the positive camber gain that strut-equipped cars experience in hard cornering. In my experience the Boxster isn't one of these cars).
The car probably feels better to you because it's rolling slightly less in corners. All that matters is that you like it.
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