HOW DOES MC402 SOUND WITHOUT PREAMP?

Make sure that your CD player can output at least 4 volts (double the Phillips red book CD standard), because the Mc402s sensitivity for full output swing is 4 V.
I have had great results with Wadia and Audio Aero Capitole CD players.
A regular 2 V output CD player will cripple your Mc 402 to 200W/channel.
If you match properly, it is a killer combination, one less box to worry about, one less power cord and interconnect.
Good luck

The Marantz SA11-S1 does not have volume control. The volume control buttons on the remote are not for controlling its output volume.

Thanks for great inputs. My MC402 is with me now but my cdp does not have volume control, So I will sell it and find a used MCD301. Hope they will work well together.

Why not pick up a cheap passive for the time being? I actually prefer passive with my MC-7270.

Face, a passive preamp is not a good match for the Mc402, because the Mc402 requires 4 Volts to achieve full power.
If one connects a regular (2 V out) CD player through a passive preamp to an Mc402, the amp will output only half its power rating, a waste of time and money.
The correct setup with an Mc402 is a CDP with an internal preamp and high voltage output like Wadia / Audio Aero or lacking the former, an active preamp with gain.