Haha, welcome here, but settings you miss ? could be all of them.
First off, no 1000Hz (etc.) test signal is going to bring you any difference. But on the other hand it shows the kind of contrary : that both players don't fool around with output levels. So they don't.
Next it is your question (my interpretation of if) how it can be so that there's a HF roll off with XXHE. Well, let's say the question is a sort of strange, because you should expect differences from a player which claims to sound, well, different.
So actually this is your answer.
Not that this will be to your satisfaction ...
So here is the longer answer, BUT, it is only theory and I can't do much more without listening of course :
When there is distortion, try to imagine this is alays about "fluent" waves not being so fluent. So, too much squary. Two things now happen :
a. this will create a more bright sound;
b. this will imply more energy.
Ad a.
We could say that squares sound more bright than sines, but this is not true. What does happen though is that a square comprises of higher frequency sines (with a perfect square this is infinite frequency). So, up to some (audible) extend the frequency becomes higher of it.
Ad b.
This is just so. Thus, when a sine is compared to a square, the square shows more energy (volume level). So, sound will get louder of it.
With the above as the base, it should be the careful conclusion that what you perecive from JRiver is more distortion than from XXHighEnd.
And, not at all to bash JRiver or anything, it is of course logic that such a thing happens, with a player like XXHE which claims to be "better". This has to come from somewhere of course, when DSP is not in order (which it is not).
And before you say it, this is all in the bit perfect realm.
A bit depending on your DAC, I think when you set the Clock resolution to the extreme low (number) side, you will get back of it something (the freshness).
A complete different means - but this is merely about detail and "sharpness" hence accuracy - is engaging Kernel Streaming Special Mode and dial in the lowest latency (in samples) possible for your situation. Notice that 128 is already at the low side, but up to 2 or 1 can be achieved, depending on your (interface) driver. Be careful when you start to hear little clicks once in a while, which will be the proof that you went over the top with it (samples are skipped now).
Lastly for now, you may know it already, but the Split File Size (SFS) is a key parameter to SQ. Although for most the high side is the better (I would never surpass 430), some have found sweetspots which can be anywhere. But when you dial in a random 40 or so and compare it with 430 you should be perceiving a great difference. This is not about freshness or something, but merely about realism which is hard to explain. Give it at go and judge for yourself.
Does this help you ?
Regards,
Peter