My not so efficient speakers, Magnepan LRS+, sound great at low volume. I find that low volume greatness requires a very quiet chain. I use a Benchmark HPA4 preamp and Sanders Magtech amp.
The LRS+ is actually hard to drive but imy setup sounds great at low volume. I have been listening at low volume late at night lately since I have the house to myself. Normally, the headphones come out at 9PM, but I am too lazy to put that system back together so the LRS+ has been given extended listening late at night.