There are several causes for this problem:
There are numerous CD-ROM drives which can not handle DAE . Note that Nero reads the audio tracks digitally and that a soundcard reads the audio data analog. The ability to be able to listen to the audio data with the CD-ROM drive does not mean that the CD-ROM drive can also read the audio data digitally.
Nero tests the quality of the audio tracks while reading them. IF the audio data supplied differs greatly from the target data, then DAE capability is not even offered by the CD-ROM drive to avoid users complaining about the terrilbe audio quality. Sometimes however this is not the fault of the drive itself but of the system configuration or the make of blank being used. Read more on this in: Crackles when digitally playing audio tracks.