Vinyl isn’t lossless. First they start with a master - either analogue or digital, then they strip out high/low frequency and compress the dynamic range to make it fit the format, not waste space or jump tracks. Also, the act of pressing discs introduces errors, and the playing equipment can introduce noise like wow, flutter, hisses and pops. I bet some record players, especially ones with USB connections or equalizers probably toss in some adc / dac conversion in there too depending on how they do their thing. There are losses end to end in other words.

CDs are also downsampled from studio tracks, but the format has a higher frequency and dynamic range so providing a CD and vinyl record were from the same master you are going to get a truer, better quality audio from the CD every single time. Also, since it’s digital (with error correction) you are getting EXACTLY what was put on the disc. You could rip it to FLAC or some other lossless format and it would be bit for bit identical.