as the baked in mistakes will gear up the correction on your player, there is bound to be some change in sound. Whether it can be heard is a different matter of course. A good CDWriter will correct the mistakes and burn you a clean copy that will play better than the original in the sense that error correction is no longer needed when the disk plays.
BlueRein has mentioned that copy corrected conns played with less "air" around the instruments than the non-protected ones.
EDIT many posts since I started to write this message, let me add: if you make a copy of the disk it will sound the same as the original copy protected one, be it that the error correction of your CDWriter has been used. Again, whether there is anything can be heard in that department is a different matter.