Any audiophile quality speaker disconnect switch?

I have a tube amp that sends a pulse through my speakers at turn-on and turn off. It's part of the amp's design and I want to find a high quality switch that I can disconnect my speakers to avoid the thump.
What happens to the amp's output stage if there's no load when you power on/off? Also, does the amp similarly misbehave (sic) when its input (preamp) is turned off?
Doesn't sound like a good idea. Tube amps run the risk of damage if operated without a load present on its output. Are you afraid that the turn on/off pulse is harming your speaker? What is the amp and the speakers?