Milpai,
I took a quick look at the specs on the A21 and found this: Input impedance: 33 k Ω unbalanced; 66 k Ω balanced. Even though your CD player is single ended, you can sometimes get away with running a SE component into a balanced component; without having to switch the balanced unit over to SE mode. I've tried it myself and it doesnt always work, but when it does, it usually sounds much better. Honestly, I'm not sure why. The only technical reason that I can come up with for the better SQ is that when running in balanced mode, the impedance goes up. With the A21 in balanced mode the impedance is 66k at opposed to 33k for SE. The higher impedance should be an easier load for whatever component is upstream; in your case, that would be the SA8260. Keep in mind, though, thats just by best guess and could very well be wrong.
I took a quick look at the specs on the A21 and found this: Input impedance: 33 k Ω unbalanced; 66 k Ω balanced. Even though your CD player is single ended, you can sometimes get away with running a SE component into a balanced component; without having to switch the balanced unit over to SE mode. I've tried it myself and it doesnt always work, but when it does, it usually sounds much better. Honestly, I'm not sure why. The only technical reason that I can come up with for the better SQ is that when running in balanced mode, the impedance goes up. With the A21 in balanced mode the impedance is 66k at opposed to 33k for SE. The higher impedance should be an easier load for whatever component is upstream; in your case, that would be the SA8260. Keep in mind, though, thats just by best guess and could very well be wrong.