That switch will not prevent a Spike from occuring when you connect the preamp output to the power amp.
That is because there is no resistor to ground in the preamp after the coupling cap to get the cap charged (charge the before you set the switch to the power amp).
instead the cap will pass all its charge current through the power amp resistor input.
+POP !
And when you power down the preamp, it will send a negative spike to the power amp when the B+ collapses, hopefully slowly.
- pop !
Depending on how symmetrical your preamp is at turn-on, warm-up, and power down, the effect of the spikes will differ.
The more those changes are truly symmetrical, the more the power amp will reject them as "common mode errors".
But that also depends on how balanced the power amp is.
I would worry about the preamp turn-on, because it will clip the power amp inputs.
1. Put resistors from the coupling caps to ground.
2. Set the switch to disconnect from the power amp.
3. Power on the preamp.
4. Wait for warmup of the preamp tubes, and also the charging of its coupling caps.
5. Then, and only then, set the switch to connect the preamp output to the power amp.