Engineering corners have to be cut in order to make those units affordable and fit into one box, so the differences are not always apparent or discernible from the specifications. Quality power and shielding between analog and digital components is probably the first thing to go. There are high end combo units that do address these factors, but they may not be considered affordable by many.
Audiophiles like separates for their singular focus and the ability to upgrade piecemeal when upgrade fever strikes and budgets allow. I agree with others you might want to try a streamer upgrade, Innuos is a safe bet, I would leapfrog over the Bluesound. I have a Gungnir myself, which I have recently replaced, it is a very good DAC in that price range. If you have not done the multibit upgrade, I highly recommend it.