Hi Fabio,
From my understanding, you are wondering why one needs to go through the Planning phase again if one of the output of the Integrated Change Control (ICC) process is the Project Management Plan? Is that correct?
According to the PMBOK guide (pg 120). The out put of the ICC is actually Project Management Plan Updates (-Any formally controlled component of the project management plan may be changed as a result of this process. Changes to baselines are only made from the last baseline forward. Past performance is not changed. This protects the integrity of the baselines and the historical data of past performance).
So the answer is yes, once the change request is approved, you may need to go back to the Planning phase and make adjustments to the Project Management Plan (changes to the baselines is a very popular example).