Worth mentioning that some people might have EQ on their main speakers, also a bit of Loudness contour as well, depending on the volume level and REW in-room measurements. So, Line-level could be a better choice for most of us.
As for the increased THD and possible inability of amplifier's output stage to drive some speakers, that's a proven fact, especially with speakers that have an output impedance between 3 and 20 Ohms (despite the 4...8 Ohms message from the back of the speakers). Usually a preamp has a THD with 10 to 100 times lower that the output stage (@50% of max. power) and this can be easily verified comparing manufacturer's specs.