Recommendations for speakers that sound great at lower volume levels.

I have a pair of Harbeth SHL5 Plus and they sound wonderful when I crank them up. But at moderate to low volume levels they sound disappointingly flat and unengaging - instruments are less palpable, bass has less bloom, and soundstage has less air and dimensionality. I drive my speakers with a tube integrated - a Line Magnetic 845 rated at 26 watts of power. My Harbeths are rated at 86db. Would a higher sensitivity speaker be helpful? Or how about a good quality small shoebox sized pair of speakers coupled with a subwoofer? Or not. What speakers are going to deliver music you can feel at low volume levels? What say all you wisened audiophiles?
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What you need is an amplifier with the good old fashioned loudness control.

Those old fashioned loudness on/off controls where at best only correct at a specific volume. Audyssey has a terrific loudness control that follows the Fletcher Munson curve (Dynamic EQ) and is adjusted according to volume below the reference level. It can be adjusted by setting an offset below the reference level.

I have found Audyssey can at times introduce a ringing around 2k, so I keep its curve filters set to operate below 500Hz. I believe the response filters are independent of Dynamic EQ as I have never had an issue with ringing.

Here's an interesting discussion:
Earlier in this thread I recommended British mini monitors. One thing I should have mentioned in my post was that I run multiple subs with mine. I do agree that without subs,to my ears,they do sound a little thin.  I’m a subber. I run them with everything. 
You may be right about subs, but my Rogers LS3/5a’s do not sound 
thin at all.  It probably matters which amp is used with them.  Also, I listen nearfield and that must make a difference.  Great speakers!

I agree with Cakyol. Subwoofer or even better, two of them. If you don’t have an external crossover set the subs at 60hz. You will be amazed. I have REL and JL Audio. 2 of each. Later add the JL Audio CR1 crossover regardless of weather you have a JL Audio sub or not. Its universal. This JL Audio CR1 crossover lets you decide or should I say your room decide where to crossover the speakers with the subs. It has RCA, XLR, and even TLP connections. This takes serious load off of your main speakers so the highs and mids can come through like a $25,000 speaker system. The subwoofers are powered by it’s own amp so even at low volume levels your system can have a full 20hz to 20+kHz. You will be amazed by the sound. I demoed the JL Audio gear at this store in the Chicagoland area:
They also have the new KEF subs that are speced down to 11hz and have a very small footprint. The JL Audio and the KEF can be hooked up wireless up to 100’ away. This makes setup, placement, and even the wife factor a breeze. You would have to spend crazy money on your system to match the sound of adding subwoofers at low volumes. 
i concur with opinions about well integrated subs (a pair) making transformative improvements to systems using high quality bookshelf/standmount speakers that do not produce low bass

there is effort involved, and some learning curve, but the results, when successful, are most certainly worth the effort

i cannot speak for other makes, but rel provides excellent and detailed instructions on how to integrate their subs, and if those instructions are diligently followed, the user will reap great rewards

lots of folks go on endlessly and breathlessly on this forum about how fuses, cables, damped footers, springs, make a difference in the sound of the system... but the improvement from subs - done right - truly has a magnitude greater impact