Do tube CD players and tube pre-amps play nice?

Physically/electrically there shouldn't be any problem. Sonically it's your call. I know people with all tubes, with tubes in just one component (be it the CDP/T, DAC, Pre, or Amp), and all combinations in between.

I've used my BAT CD Player that has six 7308 tubes in it with the 21A that I used to own, going into a pair of ASL Hurricanes. Worked out wonderfully!

I am using a Granite Audio CDP with a tube output along with a Hovland preamp and find they make a great pair. What is nice about the Granite Audio CDP is that you can bypass the tube output and use it as a ss cdp if you want. It also can be used straight into your amp without a pre should you wish, something I personally wouldn't do.

I started with a tube amp (CJ MV60)... all else was SS... Added a tube preamp (CJ PV14L) and finally a tube CDP shanling t100.. I kept thinking that the next step would make it too tuby... it never happened for me the sound just got warmer, deeper, and bigger. I kept thinking that the bass would get dull and the image would suffer... I never detected any downside.

Isn't warmer, deeper, and bigger synonymous with "tubey".
Ok, OK, you caught me, I am a tube fan. :)