There is a pretty wide range in variability between CD players and DACs. At the outputs you can have spec'ed lows of 1v to highs of 6v. This alone can change the gain staging of the entire system. One need not be broken to sound different. Given a particular system one would sound less wrong or more right depending on one's point of view. This without even going into discussions about things like filter implementation,architecture, etc.
Of course not. As different as a Martin Logan from a Klipschorn? As different, in general, as speakers? That this is even worth discussing says more about the resilience of audiophile mythology than it does about sources. That it is possible, even in the most radical cases, for source and preamp compatibility to be so variable...challenges the meaning of "broken."
Tim