CDP probably has a poor quality preamp or your headphone amp has a low impedance input (poor quality headphone amp) or you are passively attenuating the signal.
A well designed preamp (high input inmepdance and low output impedance with good output capability) allows you to couple equipment together with no loss of signal quality - this is a well known fact.
Of course some people just insist that passive attenuators or no pre-amps in the path are better becuase of "purity" or "less-is-more" principle and nothing I or anyone can say will persuade them differently.
A well designed preamp (high input inmepdance and low output impedance with good output capability) allows you to couple equipment together with no loss of signal quality - this is a well known fact.
Of course some people just insist that passive attenuators or no pre-amps in the path are better becuase of "purity" or "less-is-more" principle and nothing I or anyone can say will persuade them differently.