The different setting needed with the amp's volume knob is only an issue if it still isn't loud enough when you have the knob cranked all the way.

Your phono preamp apparently doesn't have quite as much gain as the CD player's line output stage. That's not an uncommon problem when source components are mixed and matched in a system.

However, your amp can still put out its full power as long as your volume knob doesn't run out of range.