Adapters just physically extend the wires/contacts inside the connector on the amp, so it shouldn't be any different than if (dis)connecting directly at the amp, as far as I can tell.
If it's a TRS to XLR with the XLR end going into the amp then unplugging the TRS can short in ways the XLR never would.
Some single ended amps use XLR as an alternate output... but most balanced XLR outputs are not designed to be bridged to single ended or survive shorting.
It's fine, you don't need to turn down the volume even, pausing the source is the same thing. Easier if you're playing with different cables or pads to be sure volume matching is not a factor.
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