One reason to go TO an XLR at the amp is when the XLR inputs have greater impedance than the RCA equivalents, often XLR inputs are double.
Usually, although not always, the reason for the doubled impedance on XLR interfaces (inputs or outputs) compared to RCA interfaces is simply that the XLR spec reflects the sum of the impedances of the two signal legs. And the impedances of the two legs are generally made equal, to optimize noise rejection. So driving a single-ended signal into one leg of a balanced input, with the other leg of the input grounded, will in most cases not improve impedance compatibility compared to an RCA-to-RCA connection of the same equipment. And for the same reason an XLR-to-XLR connection will often result in an impedance ratio between two components that is no different than an RCA-to-RCA connection between the same components.
Although in some designs, in which the XLR and RCA interfaces are handled by circuit stages that are separate and independent, the balanced and unbalanced impedances may differ by either more than or less than the factor of two that is commonly seen.
Using an XLR output to RCA may help isolate from ground loops as the RCA pin and shield will be actively driven, with very high impedance to ground and the shield only connected on one end.
Assuming a direct XLR to RCA connection is made (i.e., a transformer such as one of the Jensen models is not being used), obviously a return conductor must be provided between the two components, whether it be a shield or, alternatively, a conductor within a shield that is connected at just one end. Assuming the RCA input is unbalanced (a balanced RCA input would be very unusual), if that return conductor is actively driven the actively driven signal will usually end up being connected to the destination component’s circuit ground, which in turn will usually be connected to that component’s AC safety ground through some low impedance or in some cases even directly. Not good news either way, with hum or conceivably even damage very possibly resulting.
As suggested by some of the others a Jensen transformer (or at a considerably higher price point something like an SMc Audio Flex-Connect, which is also transformer based) is the ideal way of interconnecting XLR and RCA interfaces.
Best regards,
-- Al