A great deal of amplifiers and preamplifier combo's have this noise. Many receivers mute the volume when the receiver is not playing so you turn it up and no noise. I know the B&K does not. It is just another circuit that isn't needed unless to fool people that a component has a greater S/N ratio than it does. It is common to hear some noise and normal with most stuff when cranking the volume with no signal present.
The point is to have the noise floor 90 db or greater less than the signal so that it is inaudible and completely masked with music playing. The higher the signal to noise ratio the better especially with sensitive speakers. B&K isn't the very last word in S/N ratios but it's not bad at all and I don't think you should worry about it int the least. The 0 position on the B&K is indeed very loud. In fact I'd be surprised to find an Amp/pre combo or receiver, that doesn't mute when no source is present, to be completely silent.
Good luck