Expensive DAC/AMP makes no difference
A lot of this comes down to how trained your ears are, for someone like me where I have trained them a lot and spend a lot of days listening for the very very small details in recordings a higher end DAC and amp makes sense (at least if it is a good unit or good units), because it allows me to more easily hear the smallest of things that if we are honest nobody else will hear it when they are just listening to the song. Plus in my case my unit is extremely clean, so overall the music just sounds cleaner than if I used onboard or like the schiit stack or some Ifi BL product or really anything else like that.
Another factor will be the quality of the master of a given song, if its poor or mediorce, then chances are that it will sound about the same out of most DACs and amps, though a benefit of having a headphone amp is the output impedance, in your case your laptop has a output impedance in the 20's (at least that is what the new macbooks have), which is quite high and can give some dampening issues and therefor be the course of some issues with some lower impedance headphones.
I also think that people firstly notice the cleanness of something, so if a given unit or units aren't the cleanest, but more detailed, then the difference between it and some other unit will seem smaller than it in reality is.
Lasty it comes down to your headphones/speakers, not all are equal, some will be more sensitive to chain changes.
I tend to agree with you to some degree. I think a higher end DAC and amp doesn't make sense for a lot of people, but it does for some of the people that really sit down and listen closely and have speakers or headphones that really can show even the tinniest of differences in recordings. I would never recommend to your average guy to go out and buy the unit I have or anything close to that. ofc there are some that just buy the best of the best because they can or because they want to brag, but that's the case for basically any hobby.
At the end of the day this all comes down to the individual and if it doesn't make a difference for you then yeah return it. Though I do think that your title is very clickbait and seem to be something you would call a thread to get a lot of angry responses from people, generally very split the waters title. I do like topics like this where there are different views on things

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