One of the key ingredients of worcestershire is tamarind which imparts a sour note. There are other flavors as well but I would suspect that the reason for a splash of worc. is the tanic and acidic qualities. I'd imagine it's similar to adding a pinch of brown sugar to a chili sauce, or just a pinch of nutmeg to a mornay sauce. Our taste receptors are generally limited in the classification of taste we can perceive. The combinations are what create the music. When you can open up receptors that are trained for sour, sweet, etc. You can create the sensation of a richer taste.
Edit: You want to open up the receptors of sour, sweet, salty, etc without actually making that a perceived taste in the dish. For example in a chili sauce, with a dash of brown sugar or honey, you'd never call it sweet, but you will still sense a deeper more rich flavor, as far as I know that is the goal.
Edited by eastshores - 9/18/12 at 8:31pm