For Power tubes, ie KT88s, the answer is generally - yes... but, the lifespan of the power tubes also depends on the tube amp design, plate voltage, transformers etc.... They can last a long, long time, even if playing loud. For example, I had Reissue Gold Lions KT88 in my pair of MC275s monoblocked for 13 years and they still tested fine, and I have a big room and always play loud. However the 12AT7s that manage the output of the KT88s tested a little low. In general though, all things being exactly equal, the power tubes will have a shorter life when playing louder rather than quieter.
PS. Turning a tube amp on and off a lot also affects tube life... A big no, no is to turn on a tube amp, then, turn it off, and turn it on again really quickly. That is bad for the tubes. You want to have a big time lag between turning on, turning off, & turning on again. In general, if I am going to listen to my stereo, my habit is to turn it on for most of the day, and turn it off when I leave or retire for the night.

