Uhh, CoreAudio does work with DSD. The confusion is likely that macOS doesn't support native DSD and instead requires the DAC to support DoP to bitstream DSD on macOS via Core Audio. If you set bitstreaming to None, it's converting DSD to PCM on-the-fly and outputting that. You can check the Audio Path during playback to verify that.
As long as the DAC supports DoP, DSD bitstreaming should work in macOS over Core Audio. Looking at the specs of the MCX-800AD it seems it only supports native DSD, so it wouldn't be possible to bitstream DSD on macOS with that DAC.