Is louder better?

There are not but you hear the high treble and the low bass frequencies better at certain volumes because that is how the ear works.

I still forget with my planar/ribbons, that they ARE in fact playing loudly, they just sound not as thinkly loud as the driver-based speakers I have owned. Took me a while, but now I recognize that tradional cone driver "thickness", as distortion.

The downside is if I set the volume too loud, like rock concert levels, with difficult 20th century orchestral recordings, they can break up with things like ffff timpani shots.

Those times when I want head-banger levels, I use my Tannoys or Cerwin Vegas. Otherwise I listen to undistorted sound at high but realistic levels on my planar ribbons.

For me and my system, 80 dB, give or take, is just about perfect. 

Concert levels?   Holy crap!  No one has a house that big.  If I played a recording of even, say, a single trombone at 'concert level', or had a singer friend open up in my living room, I would soon be deaf.  Even orchestra players wear earplugs.  

jdane, I am a professional orchestral player, and I don’t wear ear plugs anymore.

A good attitude apparently helps, when it comes to hearing loss.

A German study of hearing loss in orchestra musicians found that if the musician had a negative feeling towards the repertoire being played, more often, than players who liked the repertoire more often, the negative emotion players suffered much greater levels of hearing loss than the positive feelings players.

I imagine it has much to do with stress hormones being produced when in a negative mood, which probably make the ear cells and cilia more brittle and less resilient to sudden transients like timpani blasts, but I am not sure of the details.