This feels a little Ali G, doesn’t it?
Well for number 1, as others have said it’s a misunderstanding of needing to have a load connected when powered on.
For number two, as caps and tubes age, the chances of them “popping” is statistically more likely when it’s powered up than when it’s not, right?

It’s not surprising that the inrush of current may cause failure, but what are you going to do? Unless the working theory is that amplifiers that are used daily are less likely to fail catastrophically? Eventually tubes and caps and other things will fail. On that note, it’s good to be aware when things are going downhill. You might be able to shut it down before damage to other components like the output transformer occurs.