The reason that folks like to power on and off as you have mentioned is that a a pre-amp can do some nasty stuff during warm up if it doesn't have a mute circuit and you can also experience rude noises from the preamp when its shut down. Some amps and speakers have no problem dealing with these noises, you just hear some pop's or noise, however some amps do have problems and their problems can be conveyed to and be damaging to speakers. DC offset comes to mind for some reason.
If you have a good mute circuit in your pre-amp it shouldn't make a difference so long as the mute is engaged. If it is not an 'auto' mute circuit during warm up you want to be sure its ingaged.