Which speaker tap to use?

I have a flee watt 2A3 headphone amp that also has 8 and 16 ohm speaker taps. My speakers are fairly efficient with a nominal impedance of 8 ohms but here's the catch. For some reason the amp was designed to only cut out the speakers when switching to headphones if the speakers are connected to the 16ohm taps. If the speakers are connected to the 8 ohm taps they continue to play. For convenience when switching between speakers and headphones I would prefer to use the 16 ohm taps but I'm not sure that's a good idea. I am having a hard time nailing down the sound difference when connecting the speakers to the different taps. What would you expect the difference to be? Am I risking damage to either amp or speakers?
You are not risking any damage.

Broadly speaking, most amps will produce the greatest amount of power into a matched load, 8 ohm tap to 8 ohm speaker, 16 ohm tap to 16 ohm speaker. But the amount of power loss into an unmatched load, such as the one you are speaking of, is usually not too great. In fact, you might not hear it at all.

What you may very well be able to hear is that the output impedance decreases as you go to lower impedance taps, so a 4 ohm tap has a lower output impedance than an 8 ohm tap. The ratio of this to the load is the damping factor and effects the performance of the woofer. But subjectively, you may prefer less damping, or more damping, depending on your system architecture, room and tastes. So the easiest thing to say is that what sounds right to you is the right thing to do.

Finally, there is a switch on the 16 ohm tap, so you have the sound of an extra set of switch contacts on that tap. Again though, I don't imagine that will be a sonic deal breaker.

Hope this helps.