The killer feature of CD players is shuffling and skipping tracks.
Heck, it used to be all the rage to get a three or five CD changer and shuffle the whole thing, comfortable unpredictability, forty or fifty songs you like but never knowing which is next.
You could likewise just listen to an album on your phone, in order, but it's too easy to let your distraction kick in and switch it halfway through.
As someone who grew up during the transition, the killer feature of the CD was amazing audio quality and the lack of degradation from every playback. The period where we started finding albums marked "DDD", for fully digital production, was also amazing.
It saddens me a little that, in spite of all the technology, actual Hi-Fi listening seems to have become less accessible or prevalent. I'm still not sure how much this is really for the commonly stated reason of convenience, and how much that is really cope and denial of a bigger socio-economic decline. I.e. it simply isn't as realistic for regular people to have a Hi-Fi listening space...