Like you said, the Thiels can sound truly amazing when everything is right. They are clear windows looking back to your source. If the source or the amplification chain is compromised, then you will clearly hear it with the Thiels. Don't shoot the messenger. I submit that the main problem may be driving your amp directly with the A/D box. This is just a thought- the DAC may not have enough output and/or the optimum output impedance to match your amplifier. That may be making the highs sound too shrill or perhaps the bass is underpowered. A good preamp will match impedances better going into the amp as well as give you better volume control. You really will not loose anything with a good preamp in the chain.
One other thing- in general, tubes do not really roll off highs or accent mids, except for when they are badly worn. A good preamp, be it tube amplified or SS, is a good preamp. Each has their own sonic signature, but tube preamps and amps can be further varied by type and brand of tubes used. And then, yes the characteristic highs can be altered. That is added complexity that can get frustrating. Some days you might like the sound of one tube, but then pop different tubes in and suddenly like that better. Then one day you won't like the sound of those tubes due to air temp, mood, etc and go back to a different set of tubes. A real merry-go-round of delight.
