They actually put a really good audio subsystem in these things.
You don't need to spend a lot, but it really comes down to a couple things:
* External, dedicated DAC
* The software doing playback has exclusive control over the device (no Windows/Apple/Android audio mixers messing it up)
* Set it for bit-perfect playback (this will disable any mixers available in the application)
* [If possible] Play a lossless copy of the audio or use a streaming service that offers that option (space is cheap in 2023)
Bam. Those steps will be night-and-day over anything integrated, it's not even close.
They actually put a really good audio subsystem in these things.