Probably won't cause any major problems.
However, be aware that small signal tubes (e.g., the 6922 in the EROS, etc) can experience flash-over during startup. This is not a concern for small signal tubes but is a major problem in larger power tubes. If your input (like the EROS or the like) has a signal tube that does flash-over during startup, then you would send the resulting signal to the headphones IF the Mainline was turned on first.
One way to eliminate this from happening is to start up your equipment in the proper order.
First start up any input device like a phono stage, CD, DAC first, THEN start up other devices in the order of their connection (pre-amp then amp; headphone amp).
This prevents the signal from startup/warmup from pre-devices feeding all the way through the down stream ones.
Shutdown is just the opposite, amps then pre-amps then inputs.
This still does not prevent any flash-over signal to the plugged in headphones from the Mainline signal/driver tube should that occur.