If there is a sonic difference it may come from a better DAC in your Marantz. However, other causes may be differences in signal level (louder sounds better) or because you may not be playing the same masterings (from what I understand you compared cd and streaming - they may be from different mastering). So it may not be quite so obvious that the Sonos DAC is the culprit.
From what I understand you can wire the Sonos into your ethernet network. That way you would be sending a digital signal to the Marantz and not use the Sonos' DAC.
From what I understand you can wire the Sonos into your ethernet network. That way you would be sending a digital signal to the Marantz and not use the Sonos' DAC.