This is probably caused by static electricity buildup. The friction of the stylus running in the groove causes a charge to build up to a point where a rapid discharge (a spark) occurs. If that spark gets into the signal path, you get a huge pop. I don't know why it is the case, but, certain combinations of tonearms and phono stages are much more prone to problems than others. Also, while experimenting with changes in grounding may help (e.g., grounding the tonearm and the spindle bearing to the phono stage), that is not always the case.
The problem is most common in winter when the air is drier and static charges are not as easily dissipated into the air. You can try increasing the humidity of the room. I have also found that records treated with LAST record preserver tend to not build up as much static charge from friction, so that might help too.