Sonos Connect. Still worth buying???

I did notice the AE sounded perhaps just a little different, however -- a difference similar to activating the Loudness settings on the CONNECT, but not as pronounced. Which made me wonder whether the AE is applying some kind of modest EQ adjustment deemed by Apple to sound pleasing, while the CONNECTs are delivering a neutral sound (with Loudness off).

Closing the loop on this:
Reported measured signal voltages of the AEX analog outputs were 2.1289 volts for the left channel, and 2.1200 volts for the right. Given that the Connect spec is 2 volts, this difference is the closest candidate for the quoted.

Given that the Connect spec is 2 volts, this difference is the closest candidate for the quoted.
At least one ZP80 had its analog output measured at 2.12V [1]. The CONNECT may be different, of course.

My test was casual and very subjective, and I could easily have been fooled by not getting the volume quite right. You are saying we are certain that the AE does not employ any sound shaping at its analog output, so volume matching is indeed a likely candidate for the difference (if there even was one). The main purpose of the test was to determine (to my satisfaction, at least!) whether the CONNECT sounded any worse than the AE, or my external receiver DAC. For me, it does not.

[1] https://www.stereophile.com/content/sonos-zp80-zp100-wifi-music-system-measurements

You are saying we are certain that the AE does not employ any sound shaping at its analog output, so volume matching is indeed a likely candidate for the difference (if there even was one).
No, not certain; I am only saying that sound shaping for what is a dual use audio socket meant to supply home audio systems and not headphones, is very unlikely. And my ears confirm this from its sound.
No argument about the rest of the quote.

An interesting insight just now from a translated from Chinese book I am reading, that had me immediately think - James Randi!
" Who are the frauds that practice pseudoscience most afraid of? Not of scientists; the best scientists can be fooled by pseudoscience and some even devote their lives to it. But pseudoscience is afraid of one particular type of people who are hard to fool: stage magicians. In fact many pseudoscientific hoaxes were exposed by stage magicians."

James Randi, for those who haven't heard the name, is a stage magician who became Audiophile Public Enemy Number One, when he announced the one million dollar Randi challenge to debunk all the fairy dust surrounding exotic audio cables.

Good scientists will of course also support the science that says that for all the fancy talk that audiophiles surround their cables with, an audio signal is just an electric current, and commodity copper cables of adequate thickness are all it takes to move it around in wired kit, with screening for low voltage signals. And they need not be specified to be OFC to the nth degree, as exotic audio cables often are, but that is pseudoscience at work:
"The high-end speaker wire industry markets oxygen-free copper as having enhanced conductivity or other electrical properties that are supposedly advantageous to audio signal transmission. However, conductivity specifications for common C11000 Electrolytic-Tough-Pitch (ETP) and higher-cost C10200 Oxygen-Free (OF) coppers are identical. Much more expensive C10100, a highly refined copper with silver impurities removed and oxygen reduced to 0.0005%, has only a one percent higher conductivity—insignificant in audio applications." From Wikipedia.

But the good scientists are also too busy pursuing more important things than wasting their time on this extremely trivial subject and the nonsense that is spun around it.

All that surrounds the Connect in its DAC not being audiophile grade is just another manifestation of the above. Or, for that matter, that which surrounds the USD 35 Chromecast Audio, where the quality of its DAC is concerned.

Audiophiles even invest time and energy in "proving" that double blind tests do not apply in their little world.