Phono pre direct to amp, what am I missing?

Depends on what equipment you have and your budget. There are a few phono stages with volume controls, E.A.R. 88pb and Aesthetix Io are 2 examples. Also there are preamps with built in phono stages (more common) Aesthetix Janus is one example Atm asphere MP3 is another. Plenty other examples i am sure...

I have never tried a straight to amp phono. I have tried it with digital and I prefer a preamp...

Most preamps also add between 10 and 20dB of gain, so it depends on the efficiency of your speakers and the gain of your phono preamp and cartridge as to whether or not you would have adequate gain to play at the volume level you like.

If you have reasonably efficient speakers and adequate gain between the cartridge and phono preamp then you could do it.
The worst that could happen is that you won't have enough gain when you hook it all up.

You might try a PS Audio GCPH because it offers volume control, muting, and polarity reversal via the remote control. And they can be bought between $500 and $600 on the used market. Just remember that you will need a volume control somewhere...

I already have the phono pre, I just want to know what I am missing by not having a $2000 pre-amp between the phono pre and the amp. it still sounds like it is only coming down to volume control and that the pre-amp actually does nothing to the sound of the phono pre?