The OP poses a very good question that simply defines my struggle over 20 years of owning Thiel CS5i loudspeakers. Until very recently, I was increasingly compelled to listen at very high volumes to achieve an elusive "volume of auditory satisfaction", moving through several more-and-more powerful amps to drive the Thiels to perfection at higher-and-higher volumes.
I often call upon my golden-eared wife to evaluate changes in componentry/cabling/VTA adjustment, etc. She demands a listening level so faint that I can hardly believe it, yet ALWAYS perfectly nails the sonic differences, both good and bad, at this "ridiculously low volume", and often instantly. This leads me to believe that the elusive "volume of auditory satisfaction" is definitely brain and not ear-related and qualitative, not quantitative.
Very recently, two equipment changes have fundamentally changed my listening experience in this regard. The first is replacing the incredibly powerful Krell amp with a vintage Classe’ Audio DR-9. Avoiding the usual audiophile adjectives, I will summarize the change as one that draws me into the sound of individual instrument timbres and micro-dynamics (qualitative) vs my prior insatiable need for ultimate macro-dynamics (quantitative), although the latter quality is still there in spades, should I choose to use it, with the DR-9. The DR-9 brings a beauty to the sound that is immensely satisfying. I would attribute this contrast to critical "sins of omission" by the more powerful, yet musically inferior amp.
The second change was even more dramatic: addition of a SR Powercell 10 UEF with the FEQ reclocking unit between my dedicated 30 amp lines and my componentry. The effect of lowering the noise floor several notches and whatever else this thing does to refine the sound is revelatory. The music just comes through with astonishing clarity and finesse at any volume. This has changed my whole listening approach, now consistently preferring lower volumes, not because of a hit to the sound quality at high volume, but because of the more "mind-pleasing" musical effect at lower, "VENUE AND CONTENT ACCURATE" volumes compared to before. This second contrast I attribute to critical "sins of commission" by my AC quality sans the Powercell.
I now strive to reproduce what I perceive to be the "venue and content accurate" listening level for each recording and find myself appreciating the importance of it.
In closing, I would submit that, if your system fails to provide you with ultimate musical satisfaction at "venue and content accurate" volume levels, it is due to sins of omission and commission in your AC/equipment chain that must be weeded out and my experience tells me that the pursuit of "more volume" is, over the long term, fools folly.