It is almost always worth the bother to experiment.
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If they use a standard configuration, using a plug in attenuator is not the same as raising the input impedance of the amp internally. I'm assuming the resistor being talked about is from the input to ground. The plug forms a voltage divider which does increase the load R that the preamp sees but it also lowers the voltage that goes into the amp. Whatever changes are heard could be due to the increase R that the preamp sees or the fact that it has to be turned up more to get the same volume or a combination of the 2. If the system gain is high enough then it should be no problem trying the attenuators. You can build your own with a few dollars worth of parts from Radio Shack as a cheap experiment.
I agree with 4est, unless you try it you will always wonder about it.