@immatthewj The designer of the CD probably didn't understand what makes distortion audible to the ear. So they probably just added harmonics to the signal without doing anything else.
One of the things that makes distortion more audible (especially higher ordered harmonics) is if distortion rises with frequency, which is common in most amps with feedback but likely wasn't taken into account when the CD was created.
If you have hearing loss or other problems at the frequencies at which the distortion occurs, you might not hear it. But others around you might- if they are yelling at you to turn it down that's a clue. A good system never sounds loud until over 95dB or so. If it sounds loud below that you know you have a distortion problem of some sort.