Absolutely! I had Mirena after the birth of my first child. For about a year I loved it! It was great. No worrying about bc, my body felt good, extremely light periods, etc etc. Then I started having very subtle problems. I don't know which came forst, the pregnancy-like morning sickness, the migraines with aura, sometimes ocular migraines, sometimes real head pounding migraines, new allergies and sinus troubles, oh, and my thyroid went wonky. No one could figure out what was wrong with me. My mother was actually the one to suggest it was the Mirena. I insisted, against my gyne's advice, to have it removed. The next day my nausea was gone. The migraines became less frequent over about 3 months and within 6 months to a year disappeared completely. The sinus and allergy problems cleared within about 3 months. My thyroid unfortunately was ruined forever. My new gyne is the only doctor I've seen that believes the thyroid and Mirena issues are not coincidental.
My point is, yes, it could be related. Note any subtle changes. I would have never put it together had my mother not suggested it. Personally, I would give it a little more observation time before removing, because it really is fantastic if it's not causing problems. But do be aware.