The McIntosh preamps have built-in headphone amps made with discreet devices! They sound really good - I was surprised (with Sennheiser 600 on my C42).
the short answer is; some do and some don't. Another pre known as having a (very) good hp amp is the Melos SHA Gold. But in most cases, a dedicated hp amp is better than the phone jack on most pres. Many have loop out so you just interest between pre and source, or put into your tape loop.
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