This is an effect many have encountered. So long as your speaker impedance is greater than the terminals, pick what sounds best.
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Would this be true if the speakers were truly 12ohms resistance, or am I missing something?
This would be true regardless. No speakers are truly 4 or 8 or 12 ohm. All speakers have impedance that varies with frequency. So your nominal 12 ohm speakers may well dip down to 4 ohms or rise to 16, but the manufacturer simply decided 12 was representative. Mostly higher impedance means the speaker draws less current. Ohms Law. The 4 and 8 ohm both tap off the same transformer. One has more turns than the other. That's the only difference.
At least, that's the only difference electrically, physically, and mechanically. Sonically, whole different story. For what is different sonically you have your ears. Which you used. So good on you.