You're hearing the difference in kbps (kilobytes per second). It's essentially file size. The cd bitrate is 1,411 kbps. but an MP3 is usually 96 to 320. Streaming services like Spotify range from around 96 to 160. The CD can play the larger files immediately, but they have to be made smaller (compressed) for the internet so they don't take too long to buffer or download. And if you used different headphones, that could make a huge difference as well.