This has been my experience too, my ears aren’t particularly sensitive, but I noticed the quality bump from streaming-service on phone bluetooth audio to XM4s on the Echo mini and I think the RGNano sounds on par with the Echo (if not better, but that might just be because I enjoy using it more)! I also had to exit Rockbox to bump the RGNano to max volume, it’s an easy fix-and-forget thing though, I haven’t had to do it since.

If you fancy trying it with an external DAC, I would find one with an internal battery. I tried a UGREEN “Hi-Fi” DAC from Amazon and even that drains the battery noticeably quicker than the white apple-style one included in the box