In all my HiFi history I never had to change the volume level when connecting the headphones to my stereo systems (apart from minor adjustments to correct the small differences between amp and headphones). I am buying HiFi now for the better part of 52 years! From Technics AA class amplifiers to now an AVM Evolution amp. By the way, I purchased the very first Akai GX-77 tape deck delivered to Germany. I only list these things to give you an idea that I DO KNOW what I am talking about.
Bruno