I understand it will be to do with things like how the transport can get the data from the cd error free, and the reclocking circuits to ensure low jitter since if you feed some dacs with too much jitter, they don't perform as well and that translates into sound quality. Also it's about the mechanism and whether it's bought off the shelf from someone like Sony or if it's made in house because the optics of the mechanism must surely play a part. Also huge i think on sound quality, is the power supply in the transport since if the power supply is coping just with the transport it will be dedicated to its job. Whereas if you use a CD player as a transport which has its own dac, then the power supply is doing more than one thing , which depending on how the circuits are designed could mean interfearance in the delicate transport circuits by the dac circuit.
What you are experiencing is probably the fact that the power supply in the DVD player is not as good and dedicated to the function of playing CDs. It more muddy. It's probably a switching power supply and your roksan I bet has a more stable toroidal supply. The re clocking parts are likely to be of better quality and design for cd, whereas the design idea of the DVD player is probably to play cd through a TVs speakers, so quality doesn't matter so much. The DVD player will send the dac more jitter, which the dac can't handle, whereas the roksan less so, so the dac will work better.