New DAC Not a Dramatic Improvement?

Ok, So after much thought and asking questions here on audiogon as to whether I should get a new cdp or DAC, I decided on a DAC because I plan on implementing a music server with a Mac Mini. I got it last week and hooked it up so that I could do A/B comparisons with my cdp as is, and through the DAC. My cdp is a 1-2 year old Onkyo dv-sp405 dvd/cd player. At first I was impressed. The bass and vocals were more defined, and there seemed to be more space. Not a lot more space, but just a little bit more openess. The vocals were also moved forward in the soundstage and had more thickness. The thing is, none of these things were very dramatic. THe more time I have sat and listened and done comparisons on many cd's I find the results vary. On some cd's there is significant improvement, and on others, hardly noticeable. In a blind test, do I think I could reliably say whether I was listening to the cdp directly or through the DAC? Let's just say I wouldnt bet my life on it. I probably wouldnt even bet 20$ on it, unless I could hear the two back to back, and on some recordings, not even then.

Now I know about diminishing returns, but I would think the difference between a 150$ dvd/cdp and a 2K$ DAC would be pretty obvious. On top of that, My DAC is hooked up with Transparent Cables (MW Super) and my cdp with 50$ Monster Cables.

Continuing.. I expect some people with say that a good dac needs a good transport. Some will probably say that the dac is being held back by the onkyo as a transport. I have also compared the cdp through the DAC against apple lossless files played from my computer through USB. They are identical.

What could be the weak link? I do not want to say what DAC I am using but lets just say it is a very recent one and around 2K. It is from a very respected company and very well reviewed. My other gear is a McIntosh MA6450 integrated, gallo ref 3.1 speakers, transparent cables. Could it be that my amp is not very revealing? I am thinking about selling the DAC and getting a cheaper one (DAC MAGIC, PS AUDIO DL3) since I will need one for my Mac Mini anyway. Honestly, I just dont think I can justify having 2K in my current DAC for the minimal difference.

Thanks for any insight you can provide.