It's always been wise to switch off the power amp before the pre. The thump or click can be down to DC offset and/or the capacitor discharge time difference between the rails within the pre. Good designs of preamplifiers can reduce amplitude of the thump/click through analogue circuit design but it's difficult to get rid of it completely without a control circuit to open the output before the rail voltage drops past a threshold.
I wouldn't worry about it in your case, it's unlikely to damage your equipment... just remember to switch off the power amps first.
I wouldn't worry about it in your case, it's unlikely to damage your equipment... just remember to switch off the power amps first.