I agree that it is not likely a preamp turn-on or turn-off thump will damage the power amp. The real point is the damage to the speakers. Krell has good reason to be concerned about this in my opinion.
Since I have been all-tubes for many years, including phono, linestage, power amps and even DAC, I really don't have a dog in this hunt. Whatever Krell does or does not do is of no concern to me.
I would never underestimate, however, the ability of some well-meaning audiophiles to mess things up. I clearly recall a lengthy exchange I had on some forum, probably Audiogon but I am not certain, where the other party was insistent that a preamp should always be turned on after the power amp, never before. (That is not a typo.) He dismissed my concerns about possible damage by saying he had never had a problem or experienced any thump for 20 or more years. Of course, his good experience hardly proves the rule; it just shows the muting relay in his preamp works.