I wish I had an explanation for the vastly better sound you get with a good preamp. I don't. But in almost every case it is. This may change over time as DACs incorporate ramps into their circuitry... also, separate boxes almost always sound better.
This is an issue for folks without a good system and realize they can build one without one with all digital. Sounds great... then they put a preamp into their system and realize all the body and naturalness of the sound they were missing. If they don't do it, they may never know. There are lots of testimony to this effect scattered around this site.