In many cases, we use some digital device as a source in our system. Did you ever try to measure the total harmonic distortion of the whole audio path, beginning from the source device?
Download the high-quality sine wave WAV file and put your system on test ;)
By the way, see the difference in harmonic profiles between the uncompressed WAV file, and then MP3 256Kb/s and 128 kb/s (converted from the original WAV).
Uncompressed WAV:
MP3 256Kb/s:
MP3 128Kb/s: