I'm gonna say it's all down to what you're playing it out of as well as the bitrate and compression involved of what you're playing.

I'm suprised Spotify has such a terrible bitrate in the age of unlimited data plans. Amazon Music has lossless as standard and a lot of releases are in 24 bit up to 192kHz compared to CDs at 16 bit 44.1kHz 1411kbs. So many releases on Amazon Music sound better then CD.