I don't understand what all this talk is about. The manufacturer says that this is normal. I don't care what happens to the device in tube mode on level 3 when walking down the street, because I will never do that. If you want to listen in tube mode while moving, then you have to wait a couple of years, such a device may appear. In the meantime, either give up moving in tube mode or put up with this interference, or return the player. There are no other options. Before buying, in my opinion, you should first carefully read the "User's Guide" from the manufacturer, especially those parts that directly relate to our way of using the device. On page 41 (where it talks about listening specifically in tube mode) it is highlighted in bold:
Due to the nature of vacuum tubes, microphonics can occur with even small shocks, which is not a problem with the product.
Please be careful in handling as vacuum tubes can be damaged by tapping or strong impacts.
This is practically a polite warning: moving (or relocating) the device while listening in tube mode is prohibited.