The equipment is run in at the factory as most defects show up immediately. By the time it gets to the customer it is good to go with the exception of some speakers like ESLs and planars that will loosen up a little and the diaphragms equilibrate. Perhaps a few cartridges.
Back to your problem. Your description is a bit vague but it sounds like we are dealing with either sibilance or distortion. Sibilance is easy to stop. If your Marantz has EQ capability just drop 3000 to 4000 Hz a couple of dB and it will magically disappear. If it does you have your answer if it does not we have a distortion issue. If the impedance of the speakers drops too low you might be overloading the amps power supply in which case the only solutions are, don't play so loud or get a new amp that can handle it. Does this problem go away when you lower the volume?
Back to your problem. Your description is a bit vague but it sounds like we are dealing with either sibilance or distortion. Sibilance is easy to stop. If your Marantz has EQ capability just drop 3000 to 4000 Hz a couple of dB and it will magically disappear. If it does you have your answer if it does not we have a distortion issue. If the impedance of the speakers drops too low you might be overloading the amps power supply in which case the only solutions are, don't play so loud or get a new amp that can handle it. Does this problem go away when you lower the volume?