They might prefer their dac to the one in the wiim, although the pro plus's dac stage is, by many accounts, quite respectable. Not got a Plus myself to comment directly.
Their dac might have XLR outputs, which some insist on, or might require due to their amp's inputs.
Their dacs might have a headphone output.
They might think that a cheap streamer's dac can't be any good.
And probably many other reasons too.