They do, but this interplay between preamp and saturated poweramp is basically unachievable in home setup due to how loud it is. Then next suggestion is then to use an attenuator or a power soak, but they also color the sound. And all this besides the cab speakers behaving differently on low volume levels anyway.
The premps I am talking about is something like Tone King Imperial preamp pedal - it is a real preamp, is compact and sounds good with any output source. Tubes in those are not expensive and hold for 10k hours, compared to tubes in poweramp sections, which also often have to be biased.
I have my small digital modeler for travel, but that is all of the use cases I have for them. They are "Ok" - that is most praise I can give to them. "Bland and uninspiring" would be a more realistic description. I have not tried expensive modellers on the level of QC, but I try to build more of my life away from screens and IT, so I am not really interested.