If the gain controls were meant to be run at max all the time, they wouldn't be there.
BTW, if it's a pro amp with balanced inputs, think of the "volume control" as a gain control instead of a volume control or attenuator, because it actually does set the gain of the amp channel. Gain is how much the channel multiplies the input signal voltage. More gain means the amp produces more output voltage for a given input signal, and less gain means that with the same input voltage the amp would produce a lower voltage.
Why would you not use maximum gain? A way to maximize signal to noise in an audio system is to have a signal level that is good and strong throughout the signal path without clipping, so you can use less gain in the power amp to get the sound level you want. The alternative would be to throttle down the signal somewhere upstream, bringing it closer to the residual noise floor of the system, and then boosting the signal and noise a lot in the power amp; this is not optimal.