Why is volume disappearing?

Do you have any pre start up "auto mute" circuit? It appears something which behaves just like one, but at the wrong time is inserting itself during your play mode. If you want to check the tubes simply reinsert the stock tubes and see what happens?

From your description it sounds like a protection circuit may be kicking in. A lot of things could cause that. If the original tubes don't correct the problem, I'd contact CJ.

Just to confirm. Is it happening gradually, or almost instantaneously after approximately 5 minutes?

Metro04:
It happens instantly after approximately 5 minutes.
As for contacting CJ... I bought a new ET3SE/phono and took delivery two days before Christmas. I sent CJ an email January 2 regarding issues with the pre. I'm still waiting for a response. I sent another email last weekend about this issue and still haven't heard anything from CJ. Guess I won't be buying CJ again let alone recommending their products to anyone.

Jea48
What an enlightened response.
Very informative and helpful.