One of the biggest misconceptions about horn speakers is that they only play loud. They are actually equally good on the very soft end. Of course, if you are looking for something small, then horns won't fill that bill.
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"I had Zu Superflys in my home for several days. I found I liked them best for low level listening - really superb."
I'm not surprised. I had Zu Omens, and have Tekton Lores now. Both are what I thought of first when I read low level listening.
Horns - I would say it depends on the design. A couple of guys say yes above, but I used to own Klipschorns and I say no. It took a little more than low level volume for them to start to sound full to me in my room.