Nope, that's exactly how you should do it.
Me I personally crossover at 32hz when my speakers are rated to 45hz. I kick the volume up when doing that. With your eyes closed you can't point to the sub or speakers. For me if I crossover at or above the speaker rating I hear the subs location. Also I found the hardest part of setting up the sub is getting the phasing right. I have a Rel B3 and your only choice is 0 or 180 degrees. So you may have to re-position either the sub or speakers to get right on. Once that's done you will really appreciate how the sub helps with the mid range and sound stage let alone the low notes.