I first saw something similar occur in the 1970s with an ARC D-150 and an ARC preamp that had a bad regulator in the power supply.
The preamp would make some low frequency noise, the amp would amplify it, the AC line would sag, that caused the preamp to do it again, repeating the cycle. In that case the volume affected it as the problem was having to do with the phono stage.
The preamp would make some low frequency noise, the amp would amplify it, the AC line would sag, that caused the preamp to do it again, repeating the cycle. In that case the volume affected it as the problem was having to do with the phono stage.