No problem! My understanding is that the safest way to power on/off an amp is the following:
Power on amplifier (Headphones unplugged) ---> Wait around 20 seconds for tubes to warm up ---> Plug in headphones (With volume knob turned completely down) ---> Adjust volume and enjoy!
When ready to power down: Turn down volume ---> Unplug headphones ---> Turn amp off.
This should completely avoid any danger, real or imagined, to your headphones. Someone please correct me if I am mistaken about the safest procedure.
The company selling the amp says that they should be fine left plugged in all the time, but I still use the routine above for an extra level of safety.