Recording from analogue out to DSD is in no way better than the original - it does however, mean that the original has gone through processing, and so changes according to the DAC and output stage and firmware and decoder.
Keeping files in PCM is the best way to keep the quality straight.
DSD and PCM are recorded in different ways. If the source is analogue, it doesn't matter because there is no other way to go about conversion, but when the source is digital (CD), things get iffy very fast. You ALWAYS should stay with the same encoding to keep quality.
CD-DSD not only introduces the analogue stage into the recording, it introduces transcoding.
Sure, it will sond good, but it is a lossy way to listen to the same music. If you like the sound better, what you are hearing is the sound signature of the source player, not improvement in any way from CD.
If you have a SACD to DSD, you are still going through the analogue stage and since SACD is limited to that, that is the best you can do if you want to have the SACD sound on the run. But again, it isn't going to sound the same as the original.
Of course, all of this is very strict: the differences in sound are minimal anyway and if a person is happy introducing all the extra information (distortion, artifacts, etc.) from transcoding PCM (CD) to DSD, by all means, enjoy!