Typically the answer is no as the input impedance is unchanged regardless if the preamp is on or off but it may vary by manufacturer. Another option is to use a tuner instead of CD player.
Another Cable Burn-in Question
I've checked the archives and I'm still not certain about this. I want to burn-in a new ic cable between CD player and preamp. I set the CD player to repeat/play but does the preamp need to be turned on? I'd rather not leave my tubed pre on during burn-in if I don't have to.