Tickfight, you asked if it is possible for a SET system to produce dynamic sound. For me, the answer is an emphatic "YES"! My system (see link below) consists of a pair of Cary CAD-805AE SET's which put out 50W/ch, these are running a pair of ProAc D38's. I am using the Cary CD-306 CDP.
I am somewhat puzzled that your speakers cannot produce dynamic sound with SET's. VSA claims that the DB99 is 98-99 dB/W/m with a nominal impedance of 8 Ohms. That is a very easy to drive, very efficient speaker. My speakers are 91 dB/W/m, and 4 Ohm - they would be absolute pigs to drive compared to yours!
I am a classical fan also. One thing which I noticed with my new system is that it really shows up the bad recordings. Like, virtually the whole DG catalogue. Listening to an SACD really lifts the sound by a notch - incredible dynamics with natural sounding voices and violins. On SACD's like Carlos Kleiber's recording of Beethoven #7 on Orfeo (you MUST get this if you are a classical fan, BTW!), the orchestra is layered out in front of you and extends precisely to the left and right. It's quite something to hear individual instrumental timbres even in the middle of a fortissimo.
I really don't know what's happening on your end. Like Larry said (and I agree), a new CDP will not correct confused sounding music very well. Maybe it would help if you told us what SET you are running, what tubes, and what CDP you are using.