tuner hum ???

I have noticed that when my tuner is off but I have the preamp set to the tuner input that when I turn up the volume I start to get a hum when increasing volume of tuner input when the tuner is off. I do not have this issue with my CDP which has no hum even when CDP is off but on CDP input with increased loudness. Is this a normal phenomenon with tuners or should I get my Magnum Dynalab Etude looked at. I think I may have noticed this same issue with my Jungson tuner in my Jungson system. Do Tuners hum when off but input has juice put through it?