The Rega is a very high output cartridge, but if it was overloading the phono stage it would do so on the rock recordings just as easily if not moreso than the classical records. The same goes for issues of gain and capacitance settings. Other Rega user do not mention a long break-in period.
The Rega is designed for Rega tonearms with a three point attachment method. That geometry is designed to minimize end of record distortion at the expense of higher distortion level over the entire disc side. It is possible that this distortion would more noticeable on classical recordings. Talk to your dealer about what geometry they used to align the cartridge. It is something of a longshot, but it might point you in the right direction.
The Rega is designed for Rega tonearms with a three point attachment method. That geometry is designed to minimize end of record distortion at the expense of higher distortion level over the entire disc side. It is possible that this distortion would more noticeable on classical recordings. Talk to your dealer about what geometry they used to align the cartridge. It is something of a longshot, but it might point you in the right direction.