Many have been down this road.
There are a few generalizations to consider:
1 Small rooms are easier to energize at low volumes and the listening position is closer.
2 Speaker size effects low volume listening. Big speakers are generally designed for big rooms and the resultant higher volumes which translates to driver suspensions designed for high spl vs smaller drivers designed for more modest max spl. Only a few drivers have suspensions/spiders that work well over a wide range and they are expensive. Satori drivers are very good over wide volume ranges being they use those excellent German spiders.
3. Noise floor starts to be a huge issue. Big amps are generally not happiest there which is probably why the SE tube amps and FR setups are so recommended.
4 Fletcher-Munson curves come into play and some speakers have a good voicing for non ear blasting levels but EQ can really go a long way.
I currently have 5 pairs of big speakers, Apogee Divas, Thiel CS5i's, BD Orpheans, Pure Audio Project Quattro 15 w the AER BD-3b and Sound Labs A3's I can say that the 2 high eff setups do indeed sound better at low volumes as well as the Sound Labs but not to the extent of the PAP setup.
Wilson Audio now uses the Satori drivers with the above mentioned spiders in some of their designs and they are the ones people like at low volume. Magico has those German sourced spiders as well in several designs.