Ime, cheap pro audio devices should not be inserted into audiophile signal path. I would bet that the DAP SE output sounds better than the BAL + ART converter. Buy from a seller that allows easy returns.
The cable you linked claims that it works specifically with your device, so it could be the tickt. But it will apply the full P-P balanced (4V?) voltage to the SE input and that might overload (voltage clip) the input which only expects 2V (consumer RCA input.) You may have to turn down the volume on your DAP, which will reduce S/N slightly, but nothing you can hear.
EDIT: The mfg is warning you against doing a hillbilly BAL>SE conversion by plugging a stereo plug into the balanced output jack. That would short out the negative leg of the balanced driver which will draw a lot of current and damage it. But Amazon that cable has a 4 terminal plug, so it doesn't short the negative inside the output jack.