If you changed nothing else you are not doing anything wrong. There are arguments as long as the day about wood and smoke rings. The common wisdom is that the wood used shouldn't make any difference in the smoke ring because the ring is caused by combustion chemicals in the smoke interacting with liquids in the meat. The smoke ring is caused by the nitric acids that develop in the surface layer of the meat.
That said, I too have noticed differences in smoke rings, but I am using a charcoal smoker with chunks of wood. Hickory, mesquite, and cherry seem to give me a better smoke ring. Pecan, apple, and oak seem to give less, and I've been using a lot of oak lately.
If a smoke ring is your goal, mix a little curing salt (Morton's Tender Quick) in your rub which adds more nitrogen compounds to the meat surface creating a better smoke ring no matter what wood is used. I often use a small amount of curing salt (Prague Powder #1) in my brines and/or injections (1/2 tsp per 12.5 lbs of meat) because I like the flavor it gives the meat, not for the smoke ring.