Not sure what the pure direct is but if it`s some nos mode it may be preferred for CD. If it bypasses the internal digital volume it will be also better if you use another preamp.
If it bypasses something else then it`s probably also good. The shorter the signal path the better.
From Maranz page:
But as with all Marantz players, musicality reigns supreme so you won’t be surprized when you find a “Pure Direct” mode, to ensure the best possible performance from CDs and even SACDs
