the priority for conncecting RCA to source / amp

Just had some Merlin Mozarts delivered and the advice from them is to link source to amp as the priority

I have a Nait CD5 X as the source linked to a Nait XS amp and Flatcap 2x power supply.

So is the Din conncection loved ny Naim likely to be a better interconnect than if I go RCA to RCA  with the Merlins ?

At the moment I have used the Merlins between my Beresford Dac and the Nait xs ( via the Tuner input ) , and I have a similar pair connecting my Denon AVR 2309 pre outs to the AV in on the Nait xs . But is this a waste of a good Merlin ?

Cheers