Sounds like the power switch on the amp isn't buffered. Since it's a class A design, I suggest you consider leaving it on all the time. It might sound better that way, too. Good luck.
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If the preamp volume is turned all the way down, you shouldn't be hearing anything at all.
I think these will be the most likely causes of the noise.
Bad speaker driver
If the noise is only on one channel you could swap speakers to see if the noise follows or if it stays. You could also try to hook-up other speakers to your amp. Otherwise you will need to remove/swap components from the system one at a time to isolate the problem.
I have a Bryston (driving a pair of 2.3's) that developed a bad muting switch so that, when powering down, it bled juice into the speakers to the tune of a lot of horrific crackeling. Easily fixed, but very alarming. Sounds a bit like something similar (as noted above). One thing to be careful of, though, is that those coaxial drivers on the Thiels are a bit fragile. Don't know whether it was the Bryston issue or something else, but I managed to damage one of mine and ended up having to replace it. Play safe.