What is the reason for this? (Digital vs Vinyl Question)

That Naim is a surprisingly good digital rig.  Your TT and phono aren't "entry level" but only one rung up.  A step up in phono stage and at least cartridge will pay dividends.  

Rega tables in general are known for PRaT which usually means punchy mid-bass with rolled off highs and somewhat flabby low bass but mids that shine like the sun.  Your old speakers may not have illustrated this as cleanly.  

The real question is now that you are hearing shortcomings of your vinyl rig, you want to decide if the issue is Rega's sound profile or if it is just a lack of resolution / refinement.  

You probably have an Elys II on that Rega. An Exact II or Ania and a Chord Huei or other nice phono stage would step things up incrementally and get you closer to the same level while retaining the character that people love about Rega.  

If Rega is the issue, then it is a matter of exploring other tables like VPI, ProJect, Clearaudio, etc... and associated cartridges.  

I find that my vinyl rig and digital setups sound different but both are about equally enjoyable.  
 

It sounds like you're a little disappointed that your digital has surpassed your vinyl. Since you already have a collection of records, and that had been a major draw for you, it is understandable. As I see it, for some, the fiddling about with setup and record cleaning, and the other rituals are part of the attraction. I think there is a perception that "serious" audiophiles have meticulously selected the TT, tonearm, cartridge, phone pre, line stage, amp, and speakers to highlight their highly curated collection of vinyl that reflects their own unique tastes. (The really cool ones have it organized autobiographically.) There is a higher price of entry both in money and time. Even if you can't afford to, or decide not to upgrade your vinyl rig to again surpass your digital side, there are still plenty of reasons to enjoy it as is.

With vinyl you pretty much need to go big (relatively) or go home in order to surpass even a $1000 digital front end. The mass loaded TT designs will get you there much more quickly than the fly-weight Rega designs.

Not in the least surprising, I doubt very few audiophiles have both state of art analog and digital setups, and even then, is that particular setup the objective arbiter. IME, analog better than digital, digital comes back and takes the lead, nope, analog retakes lead, digital comeback, etc. This over many years and many setups. Simply enjoy both and upgrade as needed, I don't get the angst over which format is best. Both are capable of artist in room amazement.

Your new speakers are a more dynamic and full range speaker than you have had before so you will hear that the two formats will both sound very good at that point the better recording will win out and it will not matter what format it is on. The only thing i can say is that if you got a better phono pre amp your vinyl would sound a whole lot better and you did not mention the cartridge but if it is a rega you can switch to a dynavector 10x or 20 x and move to a whole new realm of sound on your table to.