Turntables thump when turning off?

Why?  I have used 4 different tables and three phono stages in 2 different systems and all of them produce a pretty loud thump when turning off especially, sometimes when turning on.  I have been muting the system each time I turn off as it seems a little much to be letting such a thump reach the speakers.  Is there a cure?  lift grounds?  arrange cables? I was getting a pretty decent hum at times and I've noticed careful routing of the cable to the phono preamp makes a huge difference in this.