This is actually "normal" and no need for concern.
Depending on the source you have connected to your Amphora and the grounding of the source (the source's RCA ground relative to power ground of the AC powered source) - yes, it is possible that you can create a small ground loop when you touch the knob and this gets amplified by the amplifier section (and it is heard more on high gain because the loop noise is amplified more).
One reason for this is because the Amphora is off the grid and not connected to AC power (even when the charger is plugged in, the power switch completely disconnects it from the circuit). The other reason (probably the main reason!) is because it is in a wood chassis, so the RCA grounds of the Amphora have not continuity (via metal) to the volume control shaft/knob.
I suppose a wire can be ran from the RCA ground to metal shaft of the Goldpoint and this might solve the ground loop because the knob and the RCA ground of your source would all be at the same potential.
As far as high gain vs. low gain, if you can can use low gain and get the music loud enough by the time the volume knob is at max, this is ideal and will offer reduced noise (less gain = less noise). Regarding dynamics, the extra gain should not make a difference. The extra gain just makes the volume louder at a give setting on the volume knob, but if you don't need it to be louder (i.e. if you have more sensitive headphones that play louder with less power), then you might not need the added 12dB of gain.
Hope this helps!