Being a total valved CDP convert (but Lector, not Rega) after travelling from an old 2 box, then a 1 box G08 Meridian. Loved the Meridian; couldn't fault it with my upper Naim/big ProAc system. The Lector was unlike the surprisingly smooth yet dynamic Meridian. There was an organic, analogue aspect to the presentation. Plenty of life too. I then went on to the 4 box Lector for slightly more refinement. Soundstage is wide. Given decent CDs, it's virtually on a par with my Dais, 12" PU7 and Proteus vinyl rig.
A friend brought his upper Wadia along to compare with (I think) my 2 box Lector. Both were excellent and could hardly be faulted for the usual sonic parameters. The only difference was on of involvement. The Wadia was relatively slightly flat, or 'deadpan'. The Lector brought life and pzazz into the proceedings, with commensurately greater enjoyment.
Now whether the Rega exhibits the same nuances of presentation and timbre as my Lector, I know not, but would expect the differences between the s/s and valved CDPs to be at least of a more natural and musically involving nature. However, it's my DAC which has the (four, I believe) valves. The transport and 2 x power supplies are s/s, so not sure if putting it all in one box might mitigate against what I've experienced.
Of course, it really does depend upon synergy. If your kit is slightly on the 'revealing' side, valves could have a balancing effect, as it may well have done with my 2 box Lector with my Naim kit. I now have valved amplification but am still wedded to my valved CDP.