Congratulations on the Luxman L-509x. I don’t have experience with the Hegel but own the L-590AXII. It’s high quality in terms of sonic delivery and very good.
The Luxman top models (509X and Class A 590AXII) not only sound musical but have high levels of refinement and detail. They sound closer to neutral and have a delicate refined touch as opposed to an energetic brute delivery of say Gryphon. The Luxman will let all the nuance and detail pass through to the speakers.
Jjss49 mentioned about the lack of bass control of the 509X in comparison to the Hegel. As I don’t have experience with the hegel I can’t comment. Nevertheless, based on my 20+ years experience with more than a dozen amps which include integrated and pre power combinations, the bass accuracy and control of the Luxman beat them all. The bass of the Luxman may sound leaner and lighter than other amps which are capable of producing a fuller, thicker or punchier bass(which gives the impression of more bass). More bass can be seen as a good thing but the increased thick bass or midbass produced by inferior amps can sound bloated, unrefined or uncontrolled. In other words, a smeared undefined bass although the bass sounds more substantial. The bass of the Luxman is accurate, defined and controlled although it sounds slightly lean in comparison to the heavy bass response produced by other amps. You will hear all the detail and nuance in the bass with the Luxman while other amps which produce a fuller bass will mask the detail in the bass.
Some costlier pre/power setups which I owned and currently own actually sound more colored/slightly inferior to the pure and musical delivery of the Luxman. The speaker and amp matching is of utmost importance and if you get that right, you will be immensely rewarded with a high quality sound from the Luxman. Just make sure your DAC or source is up to the mark and try to use good balanced interconnects if possible. Based on my limited experience I found that balanced XLR cables sound better than single-ended cables on the 590AXII.