To be clear, general THD levels of 0.0008 and 0.0005 are obviously not distinguishable. What gave these dacs away were other things. The Sonos connect had some measurable rolloff in the deep bass. So they could detect it by playing very bass heavy songs (probably something nobody would notice unless knowing about it beforehand). With the oppo sonica, it was the ticking/clicking, which implies something with time. My guess is that it may then have something to do with the implementation of the filter, or perhaps something with jitter, as it seems related to the time domain (again, not THD). The how and why here are beyond my level of expertise.
If you wonder about my own dac, I've been using a Sonos connect for the last years, and been happy with that. Any such bass issues are moot IMO as the room anyway becomes the dominant factor for bass perception in a room like mine. So what is the point of tests like these? Well, if I had to buy a new streaming enabled dac, I would then get the WXC-50 over the Oppo Sonica. I doubt I would hear a difference, but given that the WXC-50 is less than half the price of the Oppo, it just seems more rational to get the better performing and cheaper one.