You don't ever risk electrocution in removing a tube after an amp or preamp has been turned off. At worst, if you somehow touch a capacitor that has not been discharged, you could get a local, nasty shock. But, if you are just pulling a tube, you won't be touching anything that can deliver the a shock.
It helps to wait just a bit to allow things to cool down. This prevents you from getting a burn or accidentally dropping a tube to hot to handle, or perhaps jarring the innards of the tube while they are hot and more sensitive to movement (not a likely scenario anyway).
The only concern for the gear is that you may not want to turn something off and then turn it back on so quickly after first turning it off. Some gear reacts to such treatment by making loud noises through the speaker and causing a rectifier tube to flash. This can be avoided by leaving the gear off for about a minute or two before turning it back on.