I think certain components especially speakers, but also amplifiers and integrateds, 'come alive' at a certain volume. In some cases, they just don't sound as good at low volumes, because there is a certain lack or resolution or information making its way through the chain at that volume level. I am most reminded of this when listening to high end headphone systems which can come alive at relatively low volumes. By comparison I feel that some speaker system need to play louder to sound good.
If you have a system that sounds good at low volumes, congratulations - I look for that in musical systems (and components) myself.
