I think that is a popular config because the preamp tubes don't need biasing and the tubes last longer. I like leaving as much stuff on all the time (except in summer w/thunderstorms) so I would be more inclined to want to turn off a tube power amp, which should be turned off first anyway.
If I had a tube preamp I would turn off the power amp first, the tube preamp second. Not as practical if you want to have a transistor power amp on all the time.
If I had a tube preamp I would turn off the power amp first, the tube preamp second. Not as practical if you want to have a transistor power amp on all the time.