DVI PQ enhancements have been hotly debated in many forums. The reason DVI came about to begin with was to provide a totally digital path from then high-powered workstations that had to deal with a video card that converted to analog, only to be converted back to digital on high-end digital displays.
If your display is CRT-based, you still convert to analog somewhere along the line, whether it be in the set, or at the source, so it becomes a matter of which piece of equipment does a better job.
Also keep in mind that most TV displays, whether RPTV, or front projector, have different settings for each input. Convergence settings can be universal accross all inputs, but color balance, tint, etc., are usually specific to a given input.
So if you have been watching everything through component connections, and then switch over to DVI, it's very possible to see a different picture. Could be better, could be worse. The inputs really need to be individually calibrated, including greyscale, in order to do a fair comparison.
I think that one thing accounts for many of the comments about differences in PQ between component and DVI connections.
Lob