Question regarding pre-amp and amp

It's always been wise to switch off the power amp before the pre. The thump or click can be down to DC offset and/or the capacitor discharge time difference between the rails within the pre. Good designs of preamplifiers can reduce amplitude of the thump/click through analogue circuit design but it's difficult to get rid of it completely without a control circuit to open the output before the rail voltage drops past a threshold.
I wouldn't worry about it in your case, it's unlikely to damage your equipment... just remember to switch off the power amps first.

Always always turn on source then preamp then amp and the reverse to turn off. Never turn anything in your system on or off while the amp is on.

What about those many who keep their amp on all the time?

I keep my amps and pre amp on all the time. I was told by a designer that keeping them on all the time does less damage than the on off cycle. By keeping on the caps and resistors maintain temperature and when pushed by more volume they are already warm. By turning on and off you create a heating and cooling cycle or expansion and contraction. That expansion and contraction can cause cracks that lead to failure. We have been told for years that excess heat is the evil in electrical components. To some degree it is but the heat cool cycle takes the evil to the next step. Example I have my old Sansui 7070 running in my wife’s salon other than power outages it has not been shut off for 25 years and is running strong.
Keep them on and enjoy the music.

The sequence of always turning on the preamp first and turning it off last seems to preclude using the trigger feature.  I have mine set up to trigger through preamp, so the preamp turns on and then triggers the amp on, and when I shut it off the preamp turns off and then triggers the amp to turn off.  

Always leaving both on seems like it would shorten their life instead of extending it, wouldn’t you think?