A thump is undoubtedly caused by the sudden appearance of a DC offset seen by the amp. It sounds like a thump because a DC step at the input of any amp causes a one-time big woofer excursion. Best practice is always to turn the amp on after the preamp has stabilized. Or, if the preamp has a designed in internal relay with a delay, ensure the relay really is cutting in when the preamp is stable.
You know you've got a real problem if you hear thumps occurring when both your preamp and amp are fully warmed up. Time to shut down and diagnose the problem at that point.
I've got a pair of Klaus's full up mono extremes with all the goodies in the works. Since I'm going to stick to his guidance by leaving them all the time, I'll be very cautious indeed first few times I fire up my system to put them through their paces.