Anton,
Give it a little time, 100 hours, to break in. The tubes break in fine with no music going through them but the capacitors need an audio signal to break in.
I bought a reverse (inverse) RIAA device for breaking in a phono stage. I think it was from MCM Electronics but I can't find it today. Hagerman sells one for $50, $30 for the half kit but then you need to order parts (12 resistors & 6 capacitors). Both are completely passive, the accuracy is irrelevant and it allows you to feed it with a CD player on repeat and do a burn in. Nothing but your CD player and Phono stage needs to be turned on.
Pretty neat. But who builds a bunch of phono stages, except one poster I won't point fingers at. He loves all of his.