Hi, I have the Luxman L509X and it is a wonderful amp. That said, the Allnic dedicated phono amp will certainly be superior to the built in one on the Luxman.
Regarding why the digital sounds better is because it IS better. We aren't using 1980s cold, flat digital anymore. There's no comparison to modern digital with quality gear for most people. Pure music, all the dynamic range, and no hiss, pop, and crackle. Not too say Vinyl is bad... It's more a different sound that some people enjoy enough to take on the extra gear and work to listen too. But it is inferior ;-)
Regarding why the digital sounds better is because it IS better. We aren't using 1980s cold, flat digital anymore. There's no comparison to modern digital with quality gear for most people. Pure music, all the dynamic range, and no hiss, pop, and crackle. Not too say Vinyl is bad... It's more a different sound that some people enjoy enough to take on the extra gear and work to listen too. But it is inferior ;-)