You should be aware that there is additional stress on your amplifier, when playing the amplifier flat out, with or without an attenuator. When your amp is played wide open, maximum current will be flowing through the amplifier's circuitry, power transformer, output transformer, and the output tubes. A byproduct of the maximum current flow is a maximum amount of heat generated by; the tubes, the power and output transformer, and certain parts of the amplifier’s circuit. There is a maximum amount of stress on the amplifier's components when operating at full volume. Some tube amplifiers will blow a fuse when operated flat out, with or without the use of a power attenuator. If you have never run your amplifier flat out straight into a speaker cabinet for an extended period of time, then you do not actually know if your amplifier can handle this type of stress. Keep in mind, not all tube guitar amplifiers are designed to be played wide open.
Also, running an amp flat out with or without an attenuator will normally reduce the life of the output tubes, since maximum current is flowing and maximum heat is being generated during this condition. If your amp should happen to have a marginal power tube, the tube might operate fine at lower power levels and then could fail with the amp cranked up with maximum current flowing through the tube. The same could be true for any marginal component in the power tube section of the amplifier.
If a fuse blows or if an output tube, output transformer or other components fail with the use of an attenuator, it may or may not have happened without the attenuator. Running an amp flat out with or without an attenuator will normally reduce the life of the output tubes, since maximum current is flowing and maximum heat is being generated during this condition.