Most images are distributed in a data format such as integer to save on storage and transfer space. However, an image that is in radiance units is really floating point or double precision. So the data providers have scale factors or gain/offset values that are applied during Radiometric Calibration to convert the data into the actual radiance units. So it is not a 'double correction' but an application of scaling factors to get to real world units.
This is particularly important for FLAASH correction which requires the data are in the specific units of microW/(cm^2*sr*um) for the correct scaling of reflectance products.

Thanks a lot!!! So, if I get a radiometric corrected image from the provider, applying a Radiometric Calibration anyway will always be a good practice!?

It is almost always the case. If the data is already floating point, then confirm what units it is currently in to determine if it has been calibrated.