I think the thing to consider is the DC offset or surge from the preamp. Turning the tube preamp on first & waiting a couple minutes to stabilize usually does the trick. Turning the preamp off last during shutdown of the system is also common knowledge. I run tube preamps with solid state and on a couple of occasions have turned on the tubes not knowing the solid state power amp was already on. One of my amps has protection so it will go into protection mode if I screw up. My other amp blew a fuse & shutdown after being lackadaisical with my on/off process. I initially thought my subwoofer blew up due to the loud thump. When my amp with protection shut down it first sent a loud squealing noise through the speakers.
I've never had any significant or permanent damage but the risk of it happening is real. It's a scary feeling when you think you fried your gear. Another thing to consider is a quick power outage..that just as quickly power's back on. This can cause the DC effect as well off certain preamps. I don't know the correct terminology or actual effects from an engineering standpoint but I know it's not good.
With all that said I do enjoy my digital music thru some type of tube gear.. preferably a preamp. So that's what I choose to do. I don't really worry about it & enjoy the music...& give my tube gear time to stabilize before turning other components on. One should always make sure that their tube pre or power amp is up to spec. Buying used vintage tube gear should be looked over before hooking it up to expensive equipment or speakers.