Class A Tube integrated amp running 100% volume

I'm one of the least tech-savvy on this forum, but what you asked sounds ok to me.

Running your amp AND your pre at 100% would definitely not be a good idea.

I have several integrated tube amps and run them all at full volume.  Your report that you can hear the audible difference is exactly what is predicted.  Indeed, the volume control is an area where cost or design can result in compromises that harm sound quality.  A good volume control knob will have an excellent contact a full clockwise to jumper the resistors, pots, or whatever is used to control volume out of the circuit.  I have toyed with the idea of going into the amps and actually wiring around the volume control circuits but I have found that the full volume setting works fine.  My amps generally have a resistive ladder which is better but even with it I generally have less noise at full volume.

Using an integrated like has a nice advantage.  You now have an amp with multiple inputs.  I use a spare set of inputs for HT bypass.  

Of course you aren't damaging anything.  You are using your amp as an amp.

Jerry

I used to have a full-tube setup with an Air Tight ATM-2 and later on a Leben CS1000p, which are both quite famous for their musicality. Both had a volume control in their input stages even though they are power amplifiers (mainly to accommodate preamps with very high gain like CJ & ARC ones). And it doesn’t prevent them being among the best tube amps out there.

All amps run at "full power" once you are beyond the volume control. This is fairly obvious if your power amp is separate from your preamp, but even integrated amps do this. It is just that the connection between the preamp and power amp sections is buried inside a single case.  So, there is no harm in turning the volume knob on your Theta all the way up and controlling the volume with your external passive pre as this is exactly the same thing you'd be doing if the Theta didn't have its own knob.