The someone is correct. This is done to protect the speakers.
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?