Why some preamps does not play music? Cold?

If you want to hear what your source sounds like without these active preamp colouration/distortions you should try to use your source into your poweramp via a passive preamp, the closest to a "straight piece of wire" sound.

I agree that all active preamps are colored to some degree or the other but I’m sorry I don’t agree with you that a passive pre is the proverbial "straight piece of wire". Very few setups that I’ve heard sound better with a passive pre; most of them sounded way better with an active pre (colored tho’ it might have been).
There is one setup of a friend’s friend using a passive pre, Anthem power amp & small Magneplanar (not the 1.6 model, the one smaller than that, can’t remember the model #) that sounded oh-so-transparent. But it was simply superb for vocals, trios & small groups. Once you got some rock or blues or symphonic music going, everything just congested up. :(
My brother’s set-up used a MFA passive pre that was built personally by Billington himself & used the ref-grade xformers. Super sound for many years that it gave him service. Then one day he was dissatisfied w/ the sonics & installed an active pre - OMG! even better sonics & he has not looked back.......

However, as it most apparent on complex, avangarde jazz pieces (Kith Jarett, Jan Garbarek, Chick Corea etc.) it looses musical connection (?) It does it on any kind of music, but on regular music it is less obvious, because it still have enough "melody (?)" left to connect sounds into music(?). When switched to any other, out of 5 preamps, (cold, SS or whatever) which BTW, have less of extensions, clarity etc.,, the music comes back. So, the correct word is probably musicality not emotional engagement?

Usually tubes have lower distortion (after all, they are quite linear). However, a lot depends on execution- and the tubes in the unit. You might have them tested for starters; a bad tube might do OK on simple material and might fall apart when things get complex.

Other brands might work better too.

Also there is the design of the line section itself- they are not all created equal and some are pretty bad- as George points out, they can be prone to colorations of their own (usually the distortions found in tube equipment are of the lower harmonics, which the ear converts to 'warmth'). But if there are design flaws all sorts of issues can crop up.

I would start by getting the tubes tested!

I tried different NIB tubes, both Sylvania though, while it did changed tonally, the issue complained about remained. I will try some other brand. However, it is 6sn7GTB therefore not to much choice to play with, unless try not GTB but that, as i understand, not recommended. Theoretically, are tubes in power supply might cause that?
Guys, thanks for your time and thoughts. 

Theoretically, are tubes in power supply might cause that?

It's very possible ... GZ34 family?

georgelofi, I thought we are all in understanding that "NO PREAMP RECOMMENDATION" on this thread. Moreover, if you read my responses you will learn that I already have 5 preamps, all of them are active, SS and tubes, but only one of them(tube) causing the issue which I’m trying to resolve here. This thread is not about "the best preamp". Moreover, been 20 years in this hobby I tried for a zillion times "strait wire" source to amp, as it was suggested here by many for many times, to be the best way. Guess what, i can’t stay that sound for more then 5minutes, because that sound is total chaos and mass, "all over", unbalanced and causes fatigue (in my ears at least) in 3 minutes. Once again, here, I’m trying to get an answer whether i can illuminate very specific issue in my otherwise favorite preamp.
Thank you again for understanding.