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?
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)
Get The LOKI mini+ tone control from Schiit Audio....Works like the old "loudness" switch. Fattens up the sound nicely at low volumes and it's under $200...No need to get new speakers.
Audio Note E Series.
I always use mine at fairly low volumes with a 40 watt tube amp and sound extremely full, musical and engaging. 98db efficiency.
full-range single driver rear bass horns powered with 2a3 single ended triodes.