Loading via the Y connector "works" fine, but as you suggest it is not optimal because of the excessive lengths of wire involved. It is even remotely possible that you are picking up RF on your phono stage as a result. That could certainly cause a sensation of brightness. Also, 42 ohms seems a rather low-ish load resistance for your cartridge, but that would not seem to be a culprit in causing brightness. Does the Wright phono preamp use a built-in SUT for LOMCs?
IF your speaker is truly as sensitive as others say (except for Maril), then when you couple it with a powerful SS amp, you are hearing only the first few Watts that such an amp produces. Many such amps don't sound very good in that area of their power curve; they tend to have rising distortion at low power outputs. From what I read above, this is a possible source of your problem, but it seems controversial whether your spkrs are truly as efficient as some say. Anyway, you had the same amp/speaker combo with the previous rig, so I would tend to think the issues are at the phono preamp level or before that in the chain. But before you spend big bucks on an entirely new preamp, you might consider cheap stuff, like soldering that load resistor closer to the signal input and things of that sort that have been brought up by others. Tube swapping might even ameliorate the problem. Replacing coupling caps also might help, if you are handy with a soldering iron.