When I first received the Dave I tried it straight into the amp and preferred music with the preamp inserted.
Yes, I can see that. But first you have to make sure you weren't "bit stripping" if the volume on the Dave was below 75% of full you could have been losing "bits" (lowering the resolution from 16bit to 14 to 12 ect the lower you go below 75%).
If it wasn't "bit stripping" then yes going direct can sound absolutely stunning with unmatched transparency and dynamics with the good to best recordings, but then almost unlistenable with the bad recordings, it gives you everything warts and all and pulls no punches.
A preamp will be a a bit of an equalizer pulling back a little on the good/best recordings, and making the bad one a bit easier to listen to.
It all depends if your prepared to cull some of those bad recordings for the sake of hearing the good ones at their very best.
Cheers George