It will sound better that way.
But, for practicality, another option I believe could have been designed into it. Even providing a manual way of turning a knob rather than having the preamp output cut off done when the HP plug is inserted. From what I understand, the plug insertion way will develop contact problems over time, degrading the sound.
My NuForce HAP 100 has a function that will manually cut off the preamp output using the remote. That avoided the potential for degrading the electrical contacts because of the plug inserting cut off method.
But... the HPA9 does make my Sennheiser HD 650's sound very good. Better than the HAP 100. And, sounds also better as a preamp.
Now if NuPrime would someday use their beautiful volume control in the next HPA-9 upgrade... and possibly provide true balanced inputs and outputs? I would snatch it up. It probably would be the best sounding on the market for its size.