High output level distortion in CD-players?

I saw the feature in REW to export test signals, so I wanted to give it a quick test. I generated some test signals at mostly -3dB and burned to a CD, and then whatched the FFT in ARTA while playing the test tones on a standard LG DVD/CD-player.
Strangely, distortion was really bad, but I had some track at -10dB, and that one looked a lot better. So, I burned another CD where I faded in a test track, and I could observe the distortion 'go wild' at the end of the track. I tried this on a Yamaha CD-player too, and it seemed to behave the same.

Just curious why this is? Is it the line out stage distorting at high signal levels, and is that common? Or could I have done something wrong in my measurement..? I use the same sound card for distortion measurements on amps, and it is clean to -100dB and more.