You are experiencing a loss of bass?
I don't mean this to sound bad, but that is totally backwards. Assuming you are using the right size of tips, foam tips (especially Comply) seal the ear canal to create a "custom" fit, for lack of better words. The seal the tips creates actually funnels all of the sound into the ear canal without letting frequencies escape. This leads to an increase in bass, which then in turns feels like a dampening in the highs, though they are actually more present than when using silicone tips.
I love Comply Foam Tips, but I have a guess about why you might be experiencing bad bass: Maybe too much foam is filling your ear canals, cutting off the sound entering your ear canal. To tell, put the tips in and let them sit for a few minutes to fill the canal, then take them out and see if they hole in the tips is squished too much. I think this would kill the sound in the way you're mentioning. If that IS the case, trim a little of the foam off the end of the tip with some scissors. Doing this should help.