Do you get the dialog asking you what you have plugged in in both cases? Can you use the equalizer in Dell audio settings? If no, did you try a music player with an equalizer (WinAmp used to have one)?
I'm not sure about this but I think Maxx does the heavies pumping when driving the wee built-in speakers that indeed sound awfully flat on their own. While decent external speakers should get by better without such overdrive.
The dock has its own audio chipset built in that uses its own driver package, so I doubt you can use MaxxAudio with it. But the enhancements are generally meant to improve the quality of output when using the built-in speakers. I’ve found that when i have external speakers connected directly to the system, I have to disable those enhancements or the bass sounds overpowering, muddy, and generally unnatural. Fortunately the MaxxAudio application remembers settings separately for built-in speaker output vs external speakers. Anyhow, if you actually want those enhancements, you’ll probably need to connect your speakers directly to the system.