Matt, when the pre-outs on the receiver are connected to a separate amplifier to feed signal voltages to it and that amplifier is connected to the speakers, then the separate amplifier amplifies the signal voltages about 30 times so that they're strong enough to drive the speakers loudly. Since the amplifier in the receiver isn't connected to any speakers(and can't be connected to the same speakers as is the separate amplifier), it doesn't have to output any power and it's just idling.
You shouldn't necessarily "like to have more power" unless the maximum capacity of what you have isn't enough for the source material and the sound level that you're using(not likely with a powerful amplifier such as the one in your 805). Spending money on something that you want but don't need may mean not using your limited amount of money on something in life that's more important.
