Upgrade path

Do you plan to listen to vinyl much?  I really don't, but if you do, a better cartridge and phono preamp would make a noticeable difference. I haven't heard your cartridge or phono preamp, but I had a mm cartridge and phono stage that was probably equal to yours, or better, and went to a Hana ML moving coil cartridge and a Sutherland TZ Vibe phono stage. The difference was big.  Kinda of a waste because I don't play records much. Lol

Your Naim has most everything built-in, so if it all sounds good, I think a pair of good subs would be very beneficial.  I use a pair with full range speakers.  It's not all about playing lots of low bass. 

What did you get for speaker cables?

Your room is pretty big. How are the acoustics?  Are you on a wood floor or concrete?  Do you have carpet and padded furniture?  

I take the point about integrating subs as a newb. I also bought gear for another, more acoustically challenging room (Super Lintons and a NAD C 3050). The built-in Dirac functionality was dead simple to implement. But I didn’t want to be wedded to Class D amps. The room with Naim et al. is carpeted and furnished with a big sectional.  Speaker cables are NAC A5 (Naim). 

If you have room, it works well to locate the subs just outside of your mains. I think you could figure out how to adjust them.  The trick is to not set the gain and crossover frequency too high. 

I'm sure you can get good sound from your new speakers without subs, but subs do make it better. 

Looks like you have decent speaker cables. 

You should listen to your  ProAc D2R in your system first, then tell us which way sonically you’d like to go.  You may find you have enough satisfying bass, or not.  

Some augment bookshelf speakers with subs, but integration can be challenging.  If you have the budget, floorstanders are generally superior at higher costs.  In addition, depending on how low (bass) the floorstanders go, adding subwoofers can both extend to bass lower frequencies and support the floorstanders bass to midrange (fills it out).  

When building a audio chain, it’s usually centered on the amplifier or the speaker,  For example, I demoed many of the best systems at audio shows and stores to find the sound I like, then went out to purchase the speakers within budget.  In my second system, I wanted to hear tube midrange magic so I started with a flea watt 300b SET amp, then purchased a high enough sensitivity speaker that matches.  

ProAc D2Rs (arriving soon

How would you know what you are missing if the speakers haven't arrived/?

Once they do, you can do two things: listen and enjoy your perfectly capable system or start tweaking. (Yes, you will start tweaking)

I would wait with a sub until the ProAcs are dialed in. I would go with a different amp.