I own the XP-20 and just reread the manual regarding gain. Their are two settings, high and low. I quote, "The gain control toggles between two settings, offset from one another by 5 dB. The high gain selects +8dB and the low selects 4dB as the maximum volume (step 63) setting. I do not know about the XP-10, though I seem to remember that it also has two gain settings but they are different from the XP-20. I think they are something like 0 and 10. It should be specified in the manual.
Regarding Zeneith's point, he may mean that digital and analogue have different levels of gain from the source, so switching between the two may produce quite a difference in volume. In my case, this is exasperated by the fact that my phono cable is single ended and my CD cable is balanced (+6dB). I don't often switch between the two, but I can see how it would be annoying.