Hi George -
A couple of things -
1. I think @sgreg1 is absolutely correct - not all amps are created equal. If you are turning up the knob to super high sound levels to get the full sound stage, then I think something is not working well for that 'first watt' as sgreg1 put it. A "better" amp, or better synergy between components will give you that full sound stage at lower levels.
2. The position of the volume control with an analog potentiometer like the NAD has, is an attenuator for the source (eg: the CD player or the turntable) - the preamp itself may have gain too, but I have found that at the 12 to 1 o'clock position is usually where unity gain is (meaning no gain, no reduction to the input signal); so, if the input signal is below the amplifier sensitivity level, you will not get full amp output at that point. Then there are digital volume controls which have no 12 o'clock necessarily - they just spin a number representing the attenuation - sometimes in db.
I think this video does a pretty good job of explaining the "volume control" -