I think I can help. I've run a Linn Linto for 15 years and hear a light bump if I turn it off before the amp. It is certainly not a "thump" but there is an audible noise.
You have nothing to worry about.
As an aside, as I put the Linto back in my system to do the test, I remembered the beautiful and pretty music it makes. However, my heavily modded EAR834p brings lifelike voices and full instruments right into my room. The Linto is great but the EAR is to die for.