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They use a lot more energy and create 'harmonic' distortion which some people enjoy but mostly it's just hifi obsession. Each to their own, give it a try and see if you like it.
Some people just love to have an exotic hifi chain to recant whenever they get bored listening to the music!
If you want to learn more about pre amps and generally all electronics for vinyl playback there's a good book available. You're in luck because it's available as a free download. The paperback must be out of print because prices are silly.
https://engineeringbookspdf.com/electronics-for-vinyl-by-douglas-self-pdf-free-download/3083/
Essentially what you want is decent power supply, low noise and distortion, accurate riaa reversal. Valves don't do the riaa bit, what they do is distortion, some might say pleasant musical distortion.
If you build a preamp from scratch you can 'roll' op amps or tubes to suit your taste.
Personally I built a couple of diy ones
https://forum.psaudio.com/t/the-cnc-phono-stage-diy/3613
and tried a few op-amps until I reached a point where I liked it.
What's the consensus with tube pre-amps?
As in: how much does one need to spend to make it worthwile?
What's good both for the MM catridge I have now, as well as for MC's, some time down the line?
Also are there actually some that come in "full" size (like, to stack them on top of your amp, under the turntable or whatver) - or are they all these little boxy kind of things that you awkwardly have to put on the side and connect a bunch of cables to?