I'm not an expert, but I don't think you blew your tweeters because of the listening volume. I believe it was the "pop" sound you heard as a result of the incorrect shut down sequence. Your amplifier/receiver also likely needs to be serviced, which may or may not have contributed to the severity of the "pop" noise.
I have a little home recording studio with amplification provided by an old Bryston 3B amp. The monitors are Yamaha NS10 Studios and I'm using the M-Audio Profire 2626 interface as the preamp. It requires the same turn on, shut down procedure. On: Turn on Preamp (then computer, in my case), then Amplifier. Shutdown: Turn off Amplifier (turn off computer), then turn off Preamp.
My son's friend, who thought he knew what he was doing, didn't follow the sequence and blew the left channel tweeter. The same "pop" sound resulted. The NS10 tweeters are known to blow easily. A lot of people recommend installing a fuse, some say it changes the sound of the tweeter, but helps with expensive tweeter replacements.
It is obviously, still possible that your tweeters can blow as a result of distortion produced by an overdriven amplifier, but I would suggest that in this case it sounds like it was your shut down sequence.
I have since, made labels with the proper "turn on" and "shut down" procedure. Especially since my sons now use the studio more than I do.