Highest volume position, is always better as your using more of what the source is supplying, instead of shunting part of it down to ground, just so the tube gain stage after the volume control can make it back up again.
If you have enough gain (voltage) in the phono stage to drive the power amp direct using a simple passive volume control, this is the best, as your using more of the source again instead of throwing it away (shunting it to ground)
Cheers George