double DAC conversion while using 'analog in' and 'analog out' in Connect

Even if you want to maintain the CD Player ritual I don't understand why you'd wire the CDP to the amp through the CONNECT, especially if you fear a loss of quality.

Plug the CDP into one amp input, and the CONNECT into another. If you want the amp's audio to feed back into the Sonos, for play in other rooms, wire its REC/TAPE outputs to the CONNECT's inputs.

The only reason for wiring the CDP through the CONNECT is if you want to play the CDP in sync through the amp's speakers and the Sonos speakers as a group and the amp has no 'tape monitor' facility.

I do not have pre-amp. only power amplifier. volume control is in Sonos only. The solution is to buy pre-amp and connect without sonos, but I wanted to avoid it.

I do not have pre-amp. only power amplifier. volume control is in Sonos only. The solution is to buy pre-amp and connect without sonos, but I wanted to avoid it.
Ah, okay. But you presumably have a CD player now, so does it have its own volume control?

I have not buy it yet. Do you know such CD with volume control?

I don't. I haven't had a CD player for years, though a DVD player could in extremis be co-opted into playing a CD in 'legacy mode' if a guest happened to bring one.

So you've been rhapsodising about pressing 'open' and 'play' buttons on a 'non-linux CD player' without actually owning one?

To the OP, you do realize that if you are worried about things like "hi-end CD (with better DAC then Sonos)", that CD players are more prone to errors because they are reading in real time, and are more prone to error correction anomalies (again, if you are worried about those things, which it appears you are) due to the fact that CD players have to error correct by "guestimation" of what the byte was, whereas streaming from a file has sufficient buffering that it can simply re-request the errant packet, assuring bit-perfect transmission with no possible "guestimation" errors? Now all of this probably means nothing in real world conditions and wouldn't pass an ABX test done on a hearing trained, Juliard schooled German Shepard, but it seems if you are worried about DACs and such, you would not want to start the reproduction chain with an inherently flawed delivery system like CD?

Well, I do understand certain concerns re using computer equipment and all those gadgets to play music.
I already have to spend my working hours using this newfangled stuff, right? (forgive me, 50+..)
Sometimes I miss my Vinyl and CD player, too - But only when I'm in my sentimental mood.
When I think of all the time I wasted searching for CDs (..did I file that one under Jazz or Rock or Fusion or shouldn't I begin to just file them alphabetically..?)..
(Or earlier fiddling with records and record players and being so, oh so careful and look, there's a new scratch!)
Sometimes you just have to embrace change, I think.
(Although I still buy them so I can read the booklets if I really want to...)

For what its worth: I had a Marantz CDP bought new in 2002 or so, that had a volume control. Model number was 6001; I can't be sure, and I doubt it is available now, but other players now in their range may still have that feature. I never used it, because it was redundant.

When I think of all the time I wasted searching for CDs
Another big advantage of Sonos is how it allows you to defeat the 80/20 rule, if you want to, where most people listen to less than 20% of their CDs, more than 80% of the time. Add all the CDs you have in the NAS - except the obvious dogs that aren't worth a listen even if these have been ripped to the NAS - to a playlist and select random play. Music you have but haven't listened to for years, will be again heard, without the kind of dedicated effort it would take to do this with CDs+CDP.

It is not about better or worse DAC. This is about a signal which will be converted three times (CD + 2xsonos) - this may affect quality in my opinion but: 1. I do not have enough technology knowledge to assess it properly, 2. I have not tested it and maybe this is the best way to find out.