i would say, just trust your ear and feelings don't listen to some bs statement. again it might happened with your system, but overall you won't even feel nothing when you try sacd.
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I emailed B&W a question similar to yours and this was the response:
Thank you for purchasing Bowers & Wilkins Loudspeakers! The Nautilus design tweeter of the model 805 is intended to provide frequency response beyond the audible range. It is intended that the full range from high resolution format discs are offered for play through the Nautilus 805 loudspeakers. Please feel free to set the SACD player to the higher frequency rolloff.
Technical Support Supervisor - email@example.com
B & W Loudspeakers - (978) 664-2870 - www.bwspeakers.com - Fax: (978) 664-4109
Rotel of America - (978) 664-3820 - www.rotel.com - Fax: (978) 664-4109