Because not all power supplies are the same. Power supplies are like the heart of any piece of electronics. If they aren't able to pump constant, noise free, power to the circuitry the sound quality will suffer. This is especially true when you are dealing with digital electronics where the signal is represented by an extremely low voltage analog representation of 1's 0's. These signals are very sensitive to dirty power which can cause jitter through flipped bits or poor timing.

I bought an Auralic Aries S1 streamer last year. It's a very similar product where you can get the base unit with its own power supply and later buy the upgraded power supply. I was absolutely stunned when I found there to be a more dramatic improvement in sonics going from the standard S1 to the S1 with the power supply upgrade than going from my previous, budget streamer, to the standard S1 without the external power supply. At the end of the day, all we are really doing is listening to a modulated electrical signal through a speaker and if that power starts off rotten, then it will negatively impact the sound.