I feel the same way. The only to do it now with Esoteric is to get their DAC and transport which I am using in conjunction with my wireless music system.
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The manufacturers that philosophically object to them have different reasons but the main ones are that (i) connected digital devices like DVD players, etc. degrade the sound of the CDP and most people don't know to switch them off at the wall for critical listening (so people unfairly criticize the product when they're actually ruining the sound); and (ii) they add cost that have to be passed on to all customers irrespective of whether they will use the feature (and the related complaint that it's too expensive to stock two models, one with and one without digital inputs).
Looks like your wish has come true. The upcoming Esoteric SA-50 CDP will include digital inputs and function as both a DAC and it also has a digital volume attenuator so that it can connect directly to amps (a-la Wadia). It's a lower end piece with the VOSP and at approximately $4K, but it may be a sign of things to come.