A few reasons why we use DIN connections:
The obvious reason: DIN connections sound better than RCAs...
The phono plug, or RCA connector, as best as anyone can remember, was designed decades ago as a direct current (DC) power connector. Its design properties do not lend themselves to transferring music signals that have very low voltages (less Than 5 volts) of alternating current (AC). This is true no matter how good the RCA plug is, or whether it is mode with gold, etc.
The first difficulty with the RCA connector is that it has a high-frequency capacitive impedance of around 200 ohms; unfortunately, the typical cable that connects the two RCA plugs together has an impedance of about 50 ohms. In this situation, the two RCA connectors on either end of the cable act as reflective walls at higher frequencies, and bounce information back and forth, trapping the signal and extending the decay time of the signal that is trying to pass from one component to the other. These reflections have an effect on musical information and are especially harmful to low-level signals, particularly quiet harmonics and underlying instruments, where the ringing that is generated by the loudest instruments will smear the smallest signals. The result is that the small instruments will blur or fade away when the loud ones come along. The complexities of the music and the tones of individual instruments get lost.
The DIN plug has an impedance that is similar to the cable. It does not reflect like an RCA plug.
Furthermore, the system ground, which should be a stable connection point to which all signals and power supplies are referenced, is absolutely critical to the sonic performance of your hi-fi. A single reference ground point is important so that signal details are not lost in the small, yet significant voltage differences inevitable with separated ground paths.
Many manufacturers point to the great trouble they take to "star ground" everything. Sadly, this is all wasted when you connect your system together with RCA-plugged cables. Why?
When you connect, for instance, a CD player to a preamp with RCA-plugged cable, you automatically have two separate ground wires - the left and right shields going between them. This creates a ground loop, which degrades the musical performance dramatically, and negates any efforts that were taken to ground the internal circuits properly.
If you were to connect these same two components together with DIN-plugged Naim interconnects, you would have only ONE cable with only ONE ground shield surrounding both the left and right signal wires. Hence, only one ground path for each connection and no ground loop.