I'll give you another analogy. You could also watch movies by playing them from a VCR on a 13" CRT, but it's not the same as Blu-Ray on a nice, big OLED screen, is it?
When we're finished with analogy, will we be moving on to metaphor?
I love metaphors, but I'm only lukewarm about analogy.
An audio interface sounds considerably better than the built-in hardware, especially when you listen on decent monitors (and monitors means speakers in musician speak), and offers extra control.
Actually, a "monitor", could be someone watching the halls in a public school somewhere. Or, it could be almost any type of viewing device used for review of many different types of video source material. In this case, "monitor" means, "this junk doesn't have a tuner".
But specifically related to a sound source, "a monitor" is usually a loudspeaker designed for use in the recording studio.
For example, JBL used to make the "4310 Studio monitor", for use in, of course, a recording studio. When they sold the same damned thing, (pretty much save for the block foam grille and different finishes), for home use, they called it the "Century L-100".
Sometimes really crappy loud speakers are called, "monitors", so that they can be sold to socially conscious, but really stupid people.
In other words, if you can connect a car battery across the woofer leads without it going up in flames, that's a "monitor:" too, bro.
Moving on to one personally annoying facet of what, (should), "sounds better" my personal experience has been that SPDIF can't find the beginning of an audio track on a CD.So, no matter how cool or accurate the light powered digital transmission concept may be, if you want to hear the first few seconds of your favorite songs, use the analog line outputs.