I'll take a shot in the dark at one possible reason for this, and I'll start out with a question (or two). What audio format are the concert DVD's on and what mode do you listen to CD's in? It's always possible that some of the concert discs in question are good surround mixes (something that can't be said of all surround music mixes, but something that also shouldn't be underestimated), which could produce a more immersive and meaningful experience than CD's - especially if the CD's are being processed with a matrix decoder like PLII/IIx, which some people simply don't like for music.