Would an SACD Player improve my sound?

Nice set up, I have the THOR Cantantus phono preamp.
That said, I was at my friendly neighborhood hi-fi shop, since moved and then closed, sigh, and they had a Diana Krall CD playing on a so-so mid fi entry level set up. The CD player was SACD capable. Knowing me, they popped the SACD version of the same album on in SACD and asked me what I thought. That did it, bought a Marantz SACD machine and haven't looked back. Would do the same today but likely something different.
Do yourself a favor, take a few of the SACD's you have, go to your local store and see what they sound like in a far less resolving system for both CD and SACD and then decide.
If you can borrow one for a few days, even better. Your ears alone will tell you if its worth it.

SACDs are better IMO... but I don't know if I'd spend $2k on a player for 20 discs.

I'd try to borrow one from a local audio buddy and see if its worth it... it might be.

since you have an excellent cdp, and your sacd use is incidental, i might try buying a very inexpensive universal player (e.g. a used denon, integra or pioneer elite) for your sacd. esp. when connected to the thor, any of these should do you nicely for $100 or so, with the added bonus of having dvd capability.

You may want to consider upgrading your Thor linestage ( T1000 ? ) with the new Mundorf Caps..I did my T1000 and its a huge improvement over the last current model...My guess is you will get more performence this way than going to a SACD and buying $40 cds...Highendaudio.com ask for Ted ( owner of Thor Audio ) ........

I would suggest checking out the TRL modded Sony 595 for $350 that just popped up on Audiogon. I know nothing about the seller or the specific deck but I can vouch for the 595. I owned this sacd player for a few years and loved it. I only sold it to trade up the TRL line. There is a review on 6 moons among other other places.

SACD's range from slightly better to spectacular depending on the particular SACD/CD.