Like I said, it's all relative! Typically, volume controls are logarithmic, they must be on the log scale to make a volume change "seem" linear to the human ear.
You need some final voltage to drive the speakers to a satisfying spl (and current, but let's make it simple and focus on voltage gain only here). So, how much gain (i.e. gain = signal amplification) will you need to get to that final voltage that you need?
Well, that depends on--What is the amplitude of the source signal voltage, and how much gain does the pre-amp stage provide to the amp? That will tell you how much gain the amp must provide to hit the desired spl.
So, some sources have smaller signals. Turntables are a perfect example of a low signal. When I use my AVR phono input, I must turn the volume knob up ~30% higher than when I use my CD input, because the CD input has a "hotter signal", i.e. the amplitude of the CD source signal is larger than the phono signal. If you had a function generator, an O-Scope, and a general knowledge of amplifier gain, it would be trivial to show a real world example on an O-Scope--We did this for my solid state class at the community college.
There is nothing wrong with the Marantz pre-outs! If anything, there may be something wrong or more likely mis-matched in the gain structure when you try to use your headphone amp as a pre-amp.
Do you understand, saying "It seems odd to turn the Marantz to 80% to get to the desired spl" would be the same thing as saying "It seems odd to press the gas peddle in my car to 80% to achieve my desired speed"!
So, you have 3 options here. And option #1 is my rec:
1) Turn the knob to get the desired level, trust our judgment, and don't worry about it and continue to enjoy your system.
2) Go educate yourself on gain structure focusing on the items that I mentioned above. After you educate yourself, you will understand why option #1 is the BEST answer that you will get on this topic.
3) Continue to blindly question the good advice that you have gotten, and start chasing ghosts and problems that don't exist on your system. Good luck with that.