Are you playing CD or LP as source material?
If LP, the record may be damaged from either prior use, dirt or it may even be a defective pressing. Tone arm and cartridge setup can be an issue and so on. There are a lot of things to check.
CDs can also be poorly recorded or mastered.
Assuming there is not something wrong or broken in your system, your listening volume should not be a cause of concern for damage to the speakers.
If LP, the record may be damaged from either prior use, dirt or it may even be a defective pressing. Tone arm and cartridge setup can be an issue and so on. There are a lot of things to check.
CDs can also be poorly recorded or mastered.
Assuming there is not something wrong or broken in your system, your listening volume should not be a cause of concern for damage to the speakers.