they work completely digital and are connected to the interface via AES/EBU so there's no loss on the way to the speakers. We tried the analog inputs(optional) but the digital inputs are way better.
Well, that means that you like their D/A converters better than the ones on whatever's feeding the monitors.
I'm being a little picky, but the next step is tempting but false: that *any* D/A converter in a speaker is better than one at the other end of some cables due to loss on the way there. There's absolutely nothing wrong with running signals through decent wire, in my opinion, and my guess is that you could probably find better D/As on the planet that would sound still better going over good cables!
More importantly, you could probably find speakers with crap D/As in them that don't sound very good. That's just in general - I believe Roland had some speakers with built-in D/As, and I'm not dissing them at all, in fact I haven't even heard them. And there must be others.
Having said that, different cables really do have an affect on the sound. But that's a separate issue.