In my experience, I tend to agree with your statement.
My ML Sequel IIs sounded better at moderate volumes, than they did at realistic sound levels. However, my Revel Studios sound better at realistic sound levels, than they do at moderate levels, albeit slightly.
(I think this had something to do with the speaker designs, and my not be inherent to all planer/electrostatics vs. dynamic speakers in general. The Sequel II was a little brittle at loud volumes, whereas the Studios really come to life when pushed.)
My two cents worth anyway.