Recommendations for speakers that sound great at lower volume levels.

I have a pair of Harbeth SHL5 Plus and they sound wonderful when I crank them up. But at moderate to low volume levels they sound disappointingly flat and unengaging - instruments are less palpable, bass has less bloom, and soundstage has less air and dimensionality. I drive my speakers with a tube integrated - a Line Magnetic 845 rated at 26 watts of power. My Harbeths are rated at 86db. Would a higher sensitivity speaker be helpful? Or how about a good quality small shoebox sized pair of speakers coupled with a subwoofer? Or not. What speakers are going to deliver music you can feel at low volume levels? What say all you wisened audiophiles?
Of the loudspeakers I have experimented with specifically listening to at low volume the loudspeaker I have found to be the most enjoyable at low volume is the Wilson Audio Chronosonic XVX (and I am a life-long planar speaker person).
Different amplifiers in any range by the same maker have different responses at lower levels. I use Bryston and each new product is slighty better at lower volumes, so it is incremental and not speaker dependent
There are a lot to choose from, but smaller speakers might be too inefficient.  Your power and speakers a a terrible mismatch.  You need way over your wattage for an 86 db speaker.  Get something in the mid nineties, if possible
I agree with lack of power being one issue on an inefficient speaker, however the biggest issue with most speakers is "Linearity" - The speakers frequency response at all power levels and especially low levels. Most speakers are very poor in this respect. Which is just another reason why I’ve always loved studio speakers or speakers designed by Pro based companies like PMC. So not only do they do everything very well, but have great X-over design and phase alignment, they also feature transmission line bass loading which is very articulate and linear at all levels, especially low power levels. They have been my favourite speaker brand for over 25 years now. (PMC 25/23 floor stander is a great example - incredible / but I have a pair of their MB2/XBD’s also)