I changed the CRS selector on an ILS approach once, as i recognized i had the wrong CRS, but it was only one degree wrong. Cannot remember that something happened, but will check this on my next flight. Couldn't find anything about that at all, as the plane is supposed to fly the LOC no matter whats selected ;o)
As you noticed that, was it in VORLOC or APP mode? ILS or LOC/DME approach? Loc captured without G/S or fully established on ILS?