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Are you using a VST on your computer? How are you getting sound out of it? Are you using the computer's internal digital to analog converter (DAC) and using the headphone jack?
Below is another video from Paul McGowan, CEO of PS Audio with his opinion on the DACs built into computers. PS Audio is a maker of very expensive audiophile-targeted home stereo gear. I own some of their gear. Some say audiophile gear is a fraud and waste of money. Others not so.
I post these vids... and present my opinion... that getting higher-fidelity sound from your digital keyboards is first, easy to do, and second, a worthy pursuit. Higher fidelity from our keyboards means a more emotional connection to both your technology and the music you produce. I think that most folks don't realize that you can get better sound and that just because unit A does everything that unit B does at half the price... well it is then it is dumb to by B.... well not so fast....
BTW, Paul glosses over an important issue: just plugging something in, like an external DAC, does not automatically bypass and computer's internal sound processing. For that, you need a special driver like ASIO or one that comes with the DAC (always preferred). Further he notes the link is SPDIF but it can be USB or optical.
Yes, Apples tend to have very usable headphone outputs. I have no issue using them, and I've seen other gigging musicians using them as well. I use an interface when recording analog audio into the Mac, but just for playback, I don't see any need for it.
Part of it may depend also on the task at hand. For a live gig, going through a PA system, nobody is going to hear the difference between the DAC in a Macbook and one in an external interface. But in an optimized home or studio environment, for critical listening or recording, I could see where there may be more benefit to be had.
I agree with Bruce's approach though for different reasons.
I'm a Mac user who started with VSTs about a year ago, initially via the headphone jack on a Macbook pro, switching after a couple months to an inexpensive DAC (Focusrite). I don't appreciate a difference in fidelity (maybe I would with a more expensive DAC, who knows) but I enjoy the cable and connection flexibility that comes from an external DAC.
For me, a 1/4 instead of 1/8 audio connection is less susceptible to slight changes in position leading to interference/hum, and allows simultaneous connection to headphones and speakers if, e.g. my wife walks into the room and I want to switch from one output to the other via volume control rather than plugging/unplugging (guess which direction).
And the external DAC also permits more elaborate setups, e.g. simultaneous output from the keyboard of MIDI and audio, allowing one to layer onboard audio sound from the keyboard over a VST from the computer.