The switch is for the amps protection so that it doesnt get too hot.
Wont setting the amp to 4 ohms limit speakers with 8 ohm requirements?This setting limits the amp, since it alters the operation of the amp to run cooler, that typically results in less power output capability. The 4 ohm speaker requires the most power, with the 6 ohm being less, and the 8 ohm less than that. Also, the size room and how loud you play the system are factors. Obviously, louder volume and larger rooms require more power. In a way this may not make sense, but as I said, it is to protect the amp, by limiting its output to stay cooler. Ideally it is best use a 4 ohm rated amp with 4 ohm speakers.
Just curious as to the choice of a 9 channel amp for 5 speakers, if you dont need the extra channels, why not get a 4 ohm rated 5 channel amp?