I think maybe people just have different interpretations of ride quality. The stock springs are softer so they will absorb more shock, that is simple physics. The stock springs also have more travel so they will ride better, again physics. But because the stock springs are relatively soft, the ride can be a bit floaty/bouncy and the handling isn't as good. With H&R's, the spring rate is higher so you will feel more of the road. There is also less travel so if you have lots of big bumps or potholes, you are much more likely to bottom out the shocks. Having said that, the ride is much more controlled which to many people is preferred. There is no way to lower a car and not increase the spring rate. And increasing the spring rate will result in less small bump compliance which some people don't mind and others don't like.
I've gone from OEM to H&R's to coilovers. With coilovers, the ride would be considered rough to most people because my car is very low and the shock damping is set high. But to me, that is what I prefer. That's the problem with ride quality reports, it's all in personal preference. What some consider an improvement in ride will feel just the opposite to others. My brother in law owns a Lexus GS, before he bought it, he test drove an Infiniti M and a 5 series BMW. He thought the ride in the Lexus was better than the others and I have the exact opposite opinion. We're both right.
There is nothing wrong with the H&R springs you got nor the shocks. If you don't like the ride quality, the only option is to take them off. It won't magically get better.