I used to own the ZxR years ago. I quickly bought it one day to solve a problem with the ASUS Phoebus (interference) and was blown away by the improvement compared to that card. If I remember correctly the daughter board adds extra features, inputs and capabilities for recording. I didn't bother with it for gaming, music or films. I did change it for a Sound Blaster X7 as I was becoming much more of a multi-platform gamer (i.e. not just a PC). It is still a capable soundcard.
I think whether need a new soundcard or external DAC/AMP would depend on what you're upgrading for; physical controls, lots of inputs, newer software, features etc. Creative have all their external soundcards like the: GC7, X5, X4 and G6 which will all give you newer software and extra features. Improvement in audio quality I'm not sure, but certainly you're get newer software and features to use. For example; SXFi 3D audio. I suppose the answer whether you need to stay with Creative or not depends on whether you use their software/features: i.e. Virtual Surround, mic input etc.
However with a £100-200+ external stereo DAC/AMP, such as a Fiio K11/K5 Pro/K7, iFi Zen DAC, Topping DX3+ etc. you are likely to get a bigger improvement in audio quality, particularly with music listening. Also you don't have to worry about software drivers and is much more 'plug and play'. However you'll lose the 'gaming' software and features. Some of this can be simulated with software; like Windows Sonic/Dolby Atmos for Headphones/DTS:X for headphones on Windows 11 (3D audio for games that support it), or APO (EQ etc.). But whether you want that or not is going to depend on what you prefer.