George, there is a big difference increasing the volume using preamp's volume control or doing the same using amp's gain control. When you adjust the volume using preamp you increase the signal level without changing the noise floor. So you are also increasing the signal to noise ration - which is good. When you increase the amp's gain you amplify everything - the signal and the noise. When you amplify the noise to high enough level you can damage your speakers. Very loud undistorted signal will not damage your speakers but amplified noise will burn the tweeters.
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