A phono cartridge doesn't provide high output, so it must be 'pre-amplified' in order for the main preamplifier section or device to be able to send a useful signal level to the power amplifier. This applies whether you have a separate preamp & power amp, receiver or integrated amplifier. This means that if the output from the speakers is high enough, it will affect the LP and/or cartridge to the point that the sound will be passed to the Phono input, again. The cartridge is acting as a microphone and when the signal comes out of the speakers & re-enters the signal path, it's called 'feedback'. At some point, you might hear one loud note along with the music and if the volume control isn't turned down, the volume of the sound will increase uncontrollably. If that happens, you need to turn the volume level down- if you don't, you risk damaging your speakers and possible, other parts of the system.
Your receiver has a Low Filter- this is specifically for turntable use and you should always leave it engaged when using the Rega. It shouldn't adversely affect the sound of the other sources.
Don't place the turntable on top of any other electronics, make sure it's on a sturdy shelf or in a heavy cabinet and make sure it's not in line with the front of the speakers. Also, if moving the turntable to an adjacent room, you can't do that by just adding length to the cables because of the extremely low output from the cartridge.
If you do want to move it farther away, post that- it can be done, but it needs to be done correctly.