That's probably because of the DACs (digital audio converters). Dedicated CD players tend to have quite good ones, as it's playing music well is the one task the hardware is designed to do. With multimedia players or PCs you tend to need to buy a boutique model or premium motherboard that has a good DAC, since that part is often a target of penny-pinching manufacturers. As for streaming services, many of them have highly compressed audio, with only a few allowing selectable quality. Streaming is gay.