What Sonically is the Difference between a $1,500 CD Player and a $10K-$25K One?

Nobody mentions that a person MUST know how to listen and to be ABLE to hear.  I am fortunate that I still can do both.

What no one seems to be talking about & is essential to realizing huge qualitative gains by spending a lot more money on digital - is if that money is put to excellent use in designing a truly outstanding analog stage. It’s far rarer then everyone likes to assume. I always was bored silly by the very detailed Berkely ref until they did a thorough redesign of it. If its a really well-designed tube one then you have something really special. Zanden did an excellent job here (although the digital section was slightly compromised by their choice of chip). Their new DAC & chip could very well be fabulous though. Micromega’s best tube Dac is also supposed to be wondrous. Some others too.

Just don’t listen to a quality record playing system of the same money as expensive digital. You'll become one of the many you see selling expensive digital gear because (as they say in their ads) they’re going back to vinyl. What you don’t know won’t (perceptibly) hurt you here.

All CD players throughout history have been plagued by fatal problems. While it may be true that some advances have been made in CD playback nobody has solved the problems of scattered laser light, seismic vibration, and the various vibrations produced by both the CD player and the CD itself. If you don’t mind the missing information, the crappy bass performance and the compressed sound, more power to you. Yes, I know what you’re thinking, “What missing information, crappy bass performance and compressed sound? My system sounds fabulous!” 🤗

These kind of questions are sadly just going to do no service to the person who is asking. I am sure you are asking in pure hearted curiosity. Unfortunately you are wading into a battlefield occupied by several armies.
There are certainly many CD players that are over priced but to say that all high priced players are flim flammery is to dismiss the costs of development, testing, parts quality, manufacturing, distribution, etc.
It is a complex question that can really be understood best by auditioning a lot of equipment yourself.
In my case, I have heard a lot of stuff in a lot of different settings to come to my purchasing decisions.
I would just advise setting a budget and listening to as much as you can (Never mind the price) then settling for what you feel hits the mark in your range.
For me, I ended buying something that was about a third more than my original budget because it just sounded worth the money.
You can read all of these posts and get a feel for all the current hardline attitudes and then make your decisions.
My decision has always been to trust my ears. Mostly they haven’t steered me wrong. If they do it is usually because I didn’t listen long enough or carefully enough without distractions.

I had a Bryston BCD-1($2,750) and found it superior to what i had heard before. It's shot and my limited funds have gone into analog playback instead. Though i would trade into the Bryston BCD-3, $3,750, ($2,200) with returned BCD-1. I heard a $15k disc player at a friend's which sounded far superior to the Bryston. Zero shortcomings,  very analog. I don't have a DAC, next time some money shows up I may dive deeper into analog by adding a second tonearm for a mono cartridge and phono stage. Leaving digital out of my listening room.