Eversolo DMP-A8 vs iPhone plugged directly to integrated amp - why no difference?

I just got the Eversolo DMP-A8. Setup was very easy. Plugged it in and started playing some tracks and was not blown away. Admittedly, my system is nice to me but not high-end by any means. Primaluna Prologue integrated amp and Audio Note AZ3 speakers. Was previously streaming through a sonos port and using the Cambridge DacMagic. Always sounded fine to me as an amateur but had been curious to step things up a notch in my digital music.

Since I wasn't entirely sure if the Eversolo was doing all that it should (and the sonos and Cambridge are in storage so couldn't compare - been away for a while) I went ahead and plugged my iPhone into the amp through RCA adapter and there is literally no difference. I tried so many songs, with the A8 reading highest quality stream on Tidal, and I switched back and forth between the two with practically no difference in same songs. Even if the A8 doesn't have the greatest DAC on earth, shouldn't it still be night and day between that and an iPhone plugged directly into the amp with no DAC at all? Now I'm really curious to get the Sonos and DacMagic out of storage and see if that sounds any different at all.

I may not have the most trained ears on earth but surely there must be something I'm doing wrong in setup or connection, no? For what it's worth I added some IsoAcoustics GAIA III speaker feet and the difference in sound after that is immediately apparent. I know it's comparing apples to strawberries but my ears are hearing that difference and yet zero with an almost $2000 streamer/DAC compared to an iPhone plugged direct??

Is it possible the Primaluna and Audio Notes aren't good enough to feature the difference??? I'm open to any possibility. 

Can just as easily go back to the cheaper set up and get back my $2k? But would like to make sure I'm hearing this thing as it's meant to be heard if it's a user error.

Appreciate any thoughts anyone has.