The Apollo is probably the best sub $1000 players around. But you just stuck it in a league with two more expensive players, and they sound better to me.
Lots of people describe Naim gear as "forward". You could look at it that way, but in my experience Naim gear is just tremendously musical and almost "bouncy" sounding. If you listen carefully, you will notice that some of the detail and air is not there compared to other equipment, but it times so well you will get lost in the rhythm and forget about the details. Anybody who craves the melodiousness of tube equipment will understand this kind of trade off. If PRAT is your thing above all else, I would go with the Naim.
The Cambridge will provide loads more detail, but will frame it in a musical picture. Not detail for detail's sake, but reproduce the details as they were recorded in terms of time and loudness better than most machines at this price point.
Here's a way to look at it, if you like to dance and listen to rock, R&B or Hip Hop after drinking a few beers, get the Naim. If you prefer to sit in you music room with a nice glass of chardonnay and listen to the subtle details and textures present in chamber music or well recorded vocal jazz, I would go for the Cambridge (or the Simaudio for that matter which is even more polite). Both the Naim and the Cambridge will comport themselves well on the other player's turf, but they have both have their specific strengths.
Playing these CDPs through your very capable tube amp will tend to round out and reduce some of these differences as compared to a more detail oriented SS amplifier, but the differences will still be real and noticeable.
You makes your choice and you pays your money.
PS - REL sub is a great idea, even if you rarely actually "hear" it. It will fill out the sound of Arros and add spatial cues you didn't realize were missing - I would just do that after the CDP upgrade.