The DSP modes on the 3805 do not allow it to do Alpha-24 for the most part (DTS Neo, PLII, 5Ch stereo etc). Using the stereo analog outs on the 3910 you are having the 3910 convert the PCM signal to analog, feeding that to the 3805, the 3805 then converts the analog back to digital PCM, does the PLII processing without the benefit of AL24, then does it's own D/A conversion to send the signal out to the amp section. That's a lot of extra A/D and D/A for no good reason, each one having an adverse affect on the material.
It would be preferable to send the signal digitally to the 3805, let it do a single D/A conversion at the end of its sound processing (if you want to use PLII or other DSP modes). You will degrade the material much less, and since you are doing PLII processing anyway inside the 3805 the AL24 processing done by the 3910 is pretty much destroyed anyway.
If you want to use the 3910 to do the D/A, then it makes sense to use the ext in on the 3805 so the signal remains untouched by the 3805. Just do all your level and distance adjustments in the 3910's setup and let it handle all the D/A and analog sound balance chores.
If you prefer it using the method you described perhaps it's a volume setting difference between the digital and analog stereo inputs you are showing a preference for. Be sure to equalize the volume levels when you compare signal paths.