I scanned other responses and didn't seem to see this idea -- apologize if it's already been mentioned. But turntables don't like vibrations; they're much more susceptible to vibrations causing distortions than, say, a CD player. Maybe when you crank up the volume, your speakers are causing enough vibrations that the turntable's tracking is getting compromised. Just a thought.
Good luck investigating and correcting the problem.
Happy listening,
Dawgfish