I use a headamp and SUT occasionally and your experiences Oli are similar to my own. I have a friend who has tried many many SUTs as they are all quite different and every cartridge gets on better with a particular SUT combination. If you find the magic combination of complimentary SUT and cartridge you will be in vinyl heaven as they do have a natural liquid sound with great timbre but you will always be a few seats back in the audience.
Headamps bring you a few seats forward in the presentation and well designed ones can sound stunning, I Testify to hearing Marco's which is superb but not cheap. I have heard a number of headamps including the Denon you have and they can immediately impress especially with the right cartridge but on longer listening can be tiring compared to a great SUT / cartridge.
The main issue I have found and speaking to others who have huge experience in this area is that headamps and SUTs running through a MM phono stage are better than just a MC phono stage but getting the right combination of cartridge and SUT/Headamp can be tricky.
May I suggest you try and get to hear Marco's Croft / Headamp and Denon DLS1. This is the best implementation of a MC cartridge and amplification I have heard to date and ticks all the boxes for me.
Main system : VPI Scout 1.1 / JMW 9T / 2M Black / Croft 25R+ / Croft 7 / Heco Celan GT 702
Second System : Goldring Lenco GL75 / AT95EX / Pioneer SX590 / Spendor SP2