Hipsters claim vinyl sounds better than digital, despite a complete lack of evidence, but at least there’s a measurable difference between analog and digital, if only in the additional dirty noise produced by the hardware. With CDs, though… digital is digital. There’s literally no difference between a wav and a CD; in fact, you can get more bits in a flac recording if it’s recorded right, which would only be degraded by recording to a CD.
So, is it the form factor? Some tactile benefit? Or you like the mandatory ritual of switching out CDs every 60 minutes? Why do you like CDs… because it isn’t for the sound.