How do you know if you need to add a sub (without auditioning one, I mean)?

I had the same question.

I took my 20 yo home theater sub (B&W ASW1000 which is just fine for move explosions and helicopters) and hooked it up to my dedicated 2 channel system, just to see what it sounded like with my B&W 805D3s, not expecting much. I dialed the crossover down to maybe 50Hz, set the volume to just under where it was obvious, and immediately heard the difference. Even that old tubby/slow HT sub added a depth and warmth that wasn't there before. Whole experiment took maybe 30 minutes.

After proving the value to myself, I got 2 REL S510s and took the time to place them and dial them in. Night and Day. Shocking, really.

If you don't have an old sub laying around, borrow one from a friend or you can probably find a used one on craigslist for super cheap. It doesn't have to be very good or modern to do your own experiment.

Or you can do like I did. With the do it yourself.

Buy at least a pair of 18" woofers. You will need that size of different reasons see below.

To get a better chance to be able to get definition, fastness and so on.

Go for a open baffle (OB) "enclosure" (one reason you have to go big on the woofer with inefficient enclosure). But we are after the best SQ not efficiency.. 😉

Buy a Ikea cabinet that comes with a door. Take out some on two of the sides of the door so it will fit inside of the cabinet. 
That is your front baffle, on the door make a hole for your driver.
https://www.ikea.com/se/sv/p/knoxhult-vaeggskap-med-doerr-vit-10326791/

Get creative and brace the cabinets insides with maybe something like 4 by 4 that will act as the distance inside were you fasten the front baffle (the door). The object is to make a H-frame OB.

Then you use REW, mic and DSP. 
For finding crossover point (slopes), phase (delays), level match, PEQ, custom curve and if you are a vinyl guy a rumble filter you will probably need that. 😉

Custom curve is the other reason you need to go to big drivers. To be able play louder as the frequency decreases so you compensate for your ears lower sensitivity when frequency drops. That will make your ears to experience that the frequency response is flat to 20 Hz (and beyond). (That is one example of that our hearing is not like a measurements microphone when our hearing is NOT linear).

The "down side" is that nobody else can say i have heard those and it sounds .. or the second hand market the subs are worthless when nobody knows what they get..

But do we care what others think and do we want to flip them or play music?..

Now when done put on the dark side of the moon you can thank me later, your are welcome.

You will hear new stuff on that record that you did not hear before and you thought you had fully experienced that record and knew how it sounds.. It is now a totally new experience.

You will hear a second pair of a heart beats that is lower in frequency and level. Than the "normal" heart beats are at..

So new "music" information that the artists intensional put into their tracks for you to experience. So until now in other words you have not experienced dark side of the moon fully as pink floyd intended you to do..

And that were released 1973. So the questions are.. ..how much music information have you missed out on since then.. and why you dont have a reproduction system that supports all the frequencies that your ears can hear? 🤔

When you think about it like that then the decision-making is simple..

There are very few systems that do not benefit from subwoofers and bass management. However, adding cheap subs without a dedicated 2 way crossover is frequently worse than having no subs. To add subs correctly you either need a room control system with bass management or a calibrated mic measurement system like Dayton's Omnimic along with EQ capability. Trying to do it by ear is very difficult if not impossible. 
Doing the DIY thing is a good way to get higher quality subs at a better price and there are some very capable plate amps available. I personally prefer passive subs with outboard amps and crossovers. I would never go less than two 12" subs or four 10" subs. Contrary to lay instinct, larger drivers are not "slower" than small drivers and they have significantly less distortion. Get the largest ones you have room for. 

So what does anyone think of the idea of using a Loki as a very inexpensive experiment to see if more bass even suits me.

If you have a standing wave in the room, EQ and room correction won't do anything to fix it!

Forget the Loki and at least try a pair of subs...subs do so much more than only deep bass for a system...then decide exactly what configuration works best for you...