Bugman03, I've heard this improvement myself with Esoteric's P01 and pair of D01 DACs in their room at CES.
When it comes to synchronous digital audio components (such as Esoteric are), it is beneficial to have external clock because it "locks" them all to the exact same clock frequency. For example, your P05 has a VCO used to reference the PLL multi clock generator, and the D05 also has a similar clocking architecture with another VCO. The two VCOs (one in transport, one in DAC) are impossible to work at the exact same frequency, unless they are "locked" to an external reference (the external clock). This is why the sound is more focused with the external clock. Furthermore, if there was a clock output from your P05 so you can feed D05 with it, you wouldnt need external clock because the benefit would be the same.
Above does not apply to a single digital audio component (CD/SACD player) simply because there is no benefit from an external clock, IMO. It also does not apply to a Transport/DAC combination where the DAC is asynchronous.
Best,
Alex Peychev
www.aplhifi.com