Isn't MP3 the same as CD ?

No, MP3 is clever dynamic compression of a musical track that lets you hear the music but doesn't let you feel it; the digital compression allows the track to take up less memory but essentially crops the highs, mids and lows. If you cannot hear the difference between a well recorded CD and a downloaded MP3, than your replay system is not of high enough resolution, basically Low-Fi instead of Hi-Fi.