The Stereomour does not have enough power supply voltage or current capacity to produce greater power than 3.5 watts.
Here's an analogy: race car tires will not make a Corolla go faster unless you also replace the engine and transmission with higher power/higher speed components.
Tubes in SET amps are typically about 25% efficient. So a tube that produces 3.5 watts output will dissipate about 15 watts in heat. A tube that produces 8 watts must dissipate around 32 watts as heat - which it can only do if it has greater voltage and draws greater current - in other words, a more powerful power supply. (You would need plate chokes and output transformers capable of the greater power as well.) The transformers will weigh about twice as much. When you use a 2A3-40, which is capable of dissipating up to 40 watts, into a 2A3 amplifier, it has the 2A3 power supply and dissipates the same 15 watts as a 2A3. It will probably last longer since it is not being cooked at its maximum rating, but it can't create any more power.
Hope that clarifies things - this is a common source of confusion.