It depends on how you hold your bow, but I am definitely sensitive to the shape of the thumb piece on a bow. I certainly agree that it can affect playing and comfort.
Obviously, getting a brand new frog is the most conservative route but if you do choose to modify your bow's frog, make sure it is done by someone with skills. I also recommend doing it slowly, in stages. Once the change is made, the change is made. Only modify it a little, get used to it, see if that's good enough or if it merits another go. You may want to borrow a couple of bows with different shaped thumb pieces to see what might ultimately be the most comfortable for you.
On my two primary bows*, I've had the thumb piece reshaped--much to my satisfaction--on one and am in the process of getting the other reshaped.
*Nice bows but not historically important, my bow guy has no qualms about changing them.