Yes, the OEM Pirellis were definately skittish and gave poor grip. Also surprising was that they would aquaplane quite easily. I'm still running the OEM wheels - but now I'm using a wider tyre. Much better for aquaplaning (due to superior tread design on the Kumho over the Pirelli) and much better for grip (awesome cornering and haven't wheel spun since I fitted the Kumhos). As for squishy - yep, they are that. I sometimes would like a bit more of an instantaneous reaction to steering input - but tall sidewalls will do that. I think the sidewalls of the Kumhos are a little stiffer (not a lot in it) than the Pirellis, so steering is a little more direct. Overall, I think if you pick the right tyre, the 15-inch wheels are fantastic. But I didn't like the combination of 15-inch wheels with the stock Pirellis - that was comparatively awful even in the best conditions.
Same round here - one of the reasons why (apart from cost) I wouldn't want to change to 16/17/18-inch wheels... a ride as soft and compliant as possible keeps you more in contact with the road.