I've noticed a lot of onboard sound cards get a lot of crosstalk from the other components in the system. Like, strangely, I've been able to hear mouse events (or maybe the associated video update events) on several systems with onboard audio. Also the optical drive's motor, though that's more common in laptops.
Though, I had to be plugged into good speakers or headphones, with the volume up. (Sometimes the volume HAS to be up because your audio source is weak, though.)
Similar systems with high-quality add-on sound boards have not had that crosstalk in my experience.
Sometimes you can't get certain proprietary technologies without buying from a specific vendor (like X-Fi and Creative) which means you can't get that tech built-in to a motherboard.
Some people have really good ears and can hear the difference between this or that type of DAC or op-amp or whatnot. You probably need better speakers or headphones than you have before that stuff makes a difference. I'm about 80% there... Low quality speakers physically bother me and I end up springing extra money for Klipsch and getting annoyed at Bose for pretending there's no such thing as midrange, but I couldn't tell one op-amp from another without looking.