You can easily avoid any possible mishap by simply connecting the remote “fire” from your preamp to your amp. Just requires an 1/8th inch cable. This way, it’s never a worry. But as Miller said, these days it’s pretty much moot.
Does It Matter?
I have a Universal remote that turns on my Amp, Phono Preamp and Preamp/Controller etc. pretty much simultaneously. An acquaintance said he was advised by someone "in the know" that one should (and I may have this reversed) first turn on the Preamp, then the Amp, and when shutting down, turn off the Amp first and then Preamp. Any actual merit to this?