Differences in frequency response in CDPs (not transports) are there, some attentive (or even better, trained) listener may concentrate and detect some tonal differences, though subtle. But that doesn't mean there are more details that make violins sound more realistic. It's not a turntable where you can spend and spend and spend on the player in order to extract more and more information from the flawed analogue media. You are outright getting all the information with brilliant dynamic range, brilliant SNR, with frequency range beyond our real life hearing abilities. If the filtering and output gain stage mess the FR a bit that's OK, it shouldn't prevent you from enjoying music in full. I'd be more annoyed from a noisy transport mechanism than anything else.
I've owned (believe it or not) over 20 CDPs. I collected them like stray kittens since they were so cheap and I lusted over them as a kid in magazines like WHF. I had hi-end and the cheapest of the cheap. I heard differences like everyone else.
The baffling thing about CDPs to regular music lovers is if even the cheap basic Marantz does everything perfect, why is a super expensive 25kg CDP made? What's the point? Surely it sounds better? Well, it's better made, more luxurious, nicer looks, perverse levels of (over) engineering, lovely buttons to touch and CD drawers to open with silky hydraulics. It's high class travel, but it's still on the same train.
I really can justify in my mind expensive CDPs. There is a mechanical thing to them (only barely) and if you squint juuuust right they may look a bit analog to the eye. But DACs... oh man what a mind fu*k. 1500 GBP for a pocket sized DAC... I can't justify that. That is done out of sheer ignorance. Before DACs became popular to audiophiles us the technical minded knew it was the next audio foo thing. It started as foo but is now mainstream and no one is questioning it. I see every day people who don't know Ohms law discussing DACs and which one is better based on which ($7) chip it has, thus does it justifies its price of $700. Someone who has no idea on how an electric stove works is discussing Wolfson vs Cirrus as if they are turntable cartridges... its a bit funny to watch.