A few questions:
1. Does it sound brighter if you play just guitar -> Korg -> amp?
2. Is your delay in buffered mode?
3. Is there a buffer somewhere else in your signal chain that you've added recently?
Buffers mess with capacitance of signal. Basically what happens when you go through long cabling is that the clarity and brightness of your guitar's original tone is lost. The longer the cable, the more effect this has, and especially so with pedals. What sometimes happens is people like the more dull sound as it doesn't pierce with treble. Others dislike that the capacitance dulls the integrity of their sound. What a buffer does, basically, is slam your signal through your cables. A lot of people (myself included) add a buffer to the beginning of their pedalboard, which helps a lot. I'm wondering if you're not used to a buffered signal and you've recently added a buffer in unknowingly?
What is your exact signal chain?