It's the norm on high quality connections typically. The cheap knock offs usually don't have them. Neutrik connectors usually have them, but they do have models without locking tabs.

I actually had the same setup, Fiio E07k and the original M50!

The E07k actually sounds really nice and has just enough power. Never tried driving any planars from it though.

The Fiio has a bit of a softer sound in the details, but it's nice. When I upgraded to something "nicer", I actually missed the softer sound.

The differences are subtle though! If your budget allows, upgrade. But if I were you, I'd get used to the sound of the XS and Fiio for a while, you'll notice more of a difference if you are very familiar with the sound, as the upgrade will probably be very subtle.

It's not surprising that your two sources sound the same, they both use ESS DACs, which all have similar characteristics.

Moving from a Qudelix or JDS Labs DAC to some high-end DAC is going to be extremely subtle.