Because many passive pre's cause an impedance mismatch with the output of the CD player, and the input of the amplifier. This causes frequency rolloff problems, and increased distortion. With an active preamp, the inputs and outputs have impedance characteristics that better match the source output impedance and amplifier input impedance, and therefore could provide better sound than going direct, thru a resistive passive pre, even though there is more stuff in the signal path with the active.
However, careful matching of the units, and careful selection of the lengths and type of cables, can mitigate this problem, but may not solve it altogether. The problem can be almost totally overcome by using transformer volume controls/passive pre, that doesn't use resistor volume controls. This would provide the advantages you allude to, and still have a good impedance match on both ends.
So, to fully answer your question, a correctly applied transformer-based passive pre, could give shorter signal path than an active pre, and sufficient gain pass through, while still providing good impedance matches, and likely would provide more transparent sound than an active pre. But an active pre, will more than likely give better sound than a resistive-based passive pre, that is not absolutely perfectly applied, including cable matching. This is primarily due to impedance matching.