not totally true, the signal theory said to us that you must to get the gain forces on the first stages, for example the preamp and then adjust the volume. Think that noise is one of our worst enemies, so we must to keep our signal as clean as we can. So the idea is to get a gently signal out of the preamp because our no balanced cables could pick up all EMI interferences and then could be amplified by the power amp. So if you dope the preamp signal with a good volts the relation S/N on our cable will be very good because our signal is very strong volt and the noise is a poor mVolt, then if you attenuate the input of the power amp with the voltage divider of the gain control you will be reducing the signal and the noise, if you have a good preamp signal it doesn´t affects the noise but if you have a poor signal preamp all the stages where the signal passes through the tubes will generate a lot of noise.
Conclusion: Put the preamp output between 70-80% ( the preamp tube is also another voltage divider) and then adjust the power amp the volume that you desired.
About the totally gain on power amps and theirs benefits on the sound are only urban legends. A power amp have a fixed internal gain that makes the tubes ever amplifie the signal with the same factor. the gain control only is a voltage divider that fixed the input voltage. of course that high gain settings reduce the input less and allows the tube to achieve the higher cathode-anode input signals volts, but you could have the same effect with a great preamp output and with less noise.
one think please even if you need to dope the preamp output with a lot of guts, please try to not to saturate the outputs of preamps, because it will be worst than the noise generate.