NOT talking about increasing the volume at the listening position
Increasing the gain by moving the jumper to the highest position
(keeping the volume the same at the listening position)
In some cases this gain change in a preamp/amps/cdp/dacs with links can be done buy a change in the negative feedback ratio loop.
And if you change the negative feedback, you change the things like the distortion, frequency response, stability, damping factor, slew rate and many more factors.
(In most cases the less the negative feedback, the more gain you have)
So what I’m saying is the "brightness" thing your hearing may vey well be the change in one of all of these factors, if these links apply to the negative feedback.
I know in a few Cary/Wadia dac/cd players it was done this way to have the user use the digital domain volume control used only it the top quarter of full, so the risk of "bit stripping" was minimalized.
Cheers George