I’m on the same track as the OP. I’ve started my audiophile journey around integrated CD players, and not the expensive ones (Kenwood dP7090, Revox B226) then I moved on to the modern transport + DAC, albeit still at the "budget" level (Audiolab 6000CDT + Gustard A18). It’s around 1000$, a bit more, of digital source, which is nothing nowadays, but with a little care (decoupling, power cords, fuses...) I have a hard time trying to imagine exactly HOW this could ever sound BETTER.
Now I’m not a skeptic AT ALL, and I know the high end sounds better in absolute. Although it's hard to put words, sometimes, on the subjective differences.
But I go to my friend who has an Accuphase integrated CD player and it doesn’t sound "more analog" or "more like music". I go to audio shows and I hear 6 figures systems, and yeah, ok, it sounds nice (sometimes), but how much of that comes from the 50K digital source? Why am I not more frustrated when I come back home and listen to my budget digital source? What I mean is, system synergy is key, and it’s totally possible IMHO to build a great sounding system around a well chosen and well cared for "budget" digital source. If your feet are tapping and if your eyes are watering and if you get goosebumps, no need to be frustrated: it's not so bad after all.