1 year ago I went through the same experience comparing a CD Player ( Nirvana Electronic Works) to my Lampizator DAC( fed by a long wireworld usb cable and macbookpro running Audirvana).
I was shocked, the streaming setup sounded nowhere as good as the cd player, despite costing 6x the price.
I trusted a friend of mine who exposed to me the importance of the source of the source!
It took a dedicated switch with LPSU through a Muon System to a Digital Wattson Streamer with LPSU to the DAC, while everything including the router plugged in a PLIXIR, to sound the way it should. BUT OH BOY! It put the cd player to shame, now the cd player sounded blurry and way smaller in scale, less air, compared to the Streamer-Dac setup...
So was it worth it? The streaming setup cost 4K when put all together...
For me it was worth it, my biggest pleasure is to explore new music on the fly and only streaming gives me the experience while not sacrificing sound quality.