Questioning the need for a DAC

Friends,
I have a modified Oppo 103 that was a huge step up from my $2K Consonance tube CD player.  I also have a Jolida FX Tube DAC, maybe the II version, which I have had for many years.  I ran the Oppo directly into my system (I have a Don Sachs tube preamp and various amps, tube and SS, and Spatial Audio Hologram M4 Turbo S speakers) and then through the Jolida.  I honestly didn't hear a difference.  Some months later,  I demo'd a Schiit Gungnir and did the same comparison.  I really couldn't discern an audible difference with the Schiit in or out of the system.  I will admit that I sent the Schiit back for a refund after only 30 hours or so of burn-in so maybe 100 hours of burn-in might have lead to a different outcome.  A boatload of audiophiles rave about the sonic improvement with the pricey DAC's in their systems, no question about it.  With my ears, not so much.  

A "cheap and cheerful" audiophile friend of mine, who doesn't listen to much digitally-reproduced music, posed an interesting question.   If one invests in a modern quality CD player (i.e., like the Oppo 103 or 105, which make the Stereophile list of "Class A" products or many others between $1K-$5K), why is there the expectation that one needs a separate DAC to improve the sound of the DAC?   It is not trivial question.  As a matter of fact, I called Oppo while I was auditioning the Schiit DAC, nonplussed, asking why I wasn't hearing some significant improvement with the addition of an external DAC of the caliber of the Gungnir.  In response, the Oppo rep suggested, quite casually, that maybe the internal DAC in the modestly-priced Oppo 103 was quite good.  Indeed, because that is what my 63-year old ears told me.

I'd be keen to hear feedback from others who ponder the same question.   As I age, I am aware of the desire of sellers of many audio products to strike a deal with me that frankly might benefit them more financially than I  benefit sonically.  Cheers, Mark