Well, preamps can be built with widely varying amounts of gain, generally from unity gain to over 20dB of gain. And volume controls can have different tapers. Some give you most of their volume in the first half of their rotation and others are more uniform in their volume increments.
For example, when I have my preamp in its high-gain mode if I turn the volume knob a quarter of an inch I'll get a large increase in volume. If I switch it to its unity-gain mode, I have to turn the knob more like an inch or so to get the same apparent volume increase. And yes, different CDs are recorded at different levels, but how far you actually need to increase the volume will vary from preamp to preamp.
Maybe a good solution to your problem would be to get a preamp that offers both and active gain stage and a unity-gain stage. That would allow you to adjust for a very wide range of recording levels as well as the differing output levels of your components.
The Adcom GFP-750 has that feature and I believe one of the Rogue Audio tube preamps (the 99, I think) has adjustable front-panel gain settings. Also, I believe the PS Audio Gain Cell preamp has independently adjustable gain settings for each input.