I'm a newbie here as well, but from what I've seen, in a reasonably strong audio system, or even a mediocre system, a 400$ DAC would add little in the way actual clarity/quality - basically the difference you are looking at.
In fact, this difference is not even very evident with headphones and those are bolted right on to your head. So the difference with loudspeakers would be even less pronounced. I think you might have expected an immediate, magical difference (though you wouldn't be wrong in assuming this, after all it's your hard earned money).
The differences will be subtle, often you'll have to put in some time listening with and without the new component in your chain to perceive a difference. It's more something that you will notice gradually, rather than noticing an outright difference. It's a pity the DACMagic is being marketed as a magical gimmick that breathes life into lossy MP3s - I spoke the Indian distributor and he said it was a must for PC audio - I don't think anything can add detail when it's not there from the beginning.
I have found that amplifiers and transducers do change with burn in. Not so sure about DACs - but then my experience with DACs has been limited.
This is my experience with headphones mainly, but I feel it's pretty valid in this case too, as changes in micro details are much more perceivable in good headphones, them being closer to your ears.