Being there done that. I played my Cary Audio 303/200 CDP directly connected to the Mark Levinson 23.5 via RCA connectors. Used the built-in digital volume control to adjust the volume. At first, music sounded immediate, up front with "better" dynamics, or at least I thought so. However, after listening for 2-3 hours, listening fatigue set in. On a different day, I tried the same exercise, but using VTL TL 2.5 preamp in the chain. This is a tube preamp with 2x12AU7 and 2x12AT7s.
Difference was immediately noticeable. Sound was laid back with much more realistic voices and even better bass! I noticed the soundstage was wider and deeper with the preamp. Without the preamp, music sounded immediate. As a result, the front layer contributed more to the total experience whereas rest of the soundstage contributed less. With the preamp, almost every layer appeared to contribute to the total experience.
I can understand the appeal of immediate impact of the sound without a preamp that gives you a near-field experience or a "headphone" effect even though you are seated outside of the near-field listening area. If this is your cup of tea, then I am very happy for you. But hang on to that preamp for a little bit longer :)