Just starting out

Needing advice on digital sources:
I am new to this world of high-audio; I have been reading on the subject matter over the last 8 weeks. To be honest is really has captivated a lot of my attention.
I recently ordered the SA 710i along with Transmission Audio speakers. I have gone back and forth on the musical source options. I am leaning towards digital. I own -0- CD's.
Why not just invest in a high-end DAC with a great music server and download high rez music? I do not see the benefit of the CD transport option. Is there something I am not getting?

Thanks...