well in the case of mmpool.org they claim they never got their last block
check thread.
https://bitcointalksearch.org/topic/mmpoolorg-15-fee-dgmpps-tx-feesvardiffmerge-minetor-559011
this is one of many small pool dangers that can happen.
Waw i did not know about the mmpool drama, so sad to hear about it, but just to make things clear, the pool's server and private key was stolen, this could happen to any pool that isn't fully secured,(the pool operator might have stolen the funds as well), so as far as the current topic is concerned, a miner can't change the pool's btc address after solving a block, the funds will arrive at the pool's address, then it is a matter of how secured the pool's keys are.