What makes a speaker sound great at low volume?

You may be barking up the wrong tree.  HE speakers are specialized and have compromises that not everyone warms up to.  
All other speakers of normal to low efficiency will come alive at lower volume with proper amplification.  
Class D amplifiers tend to sound thin and weak at low volume levels.  Higher powered Class AB amplifiers will do the job nicely.  I used to run a 150 watt / channel NAD amplifier and I was simply amazed at how incredible the bass in a typical mid efficient tower speaker sounded at low volume.  
Get yourself an amplifier with some guts and you will be all set with the speakers you already have.  

I think good speakers sound equally well at all volumes. At least, this is what I observe with my Thiel CS6 and CS3.6 ones. I can hear the same deepness and resolution at a low volume as at a high volume (given that the recording quality is good) from any angle including from the back of the speakers. I would not believe that a speaker with other behavior reproduces naturally enough a good quality recording. Loudness, tone and other artificial tools I think are extreme and non-efficient.

I had experienced lately a Luxman 590AXII with the Magico A1. Near field like one meter.
To my surprise heaven.

My Graham’s 5/9 sound glorious on low volume driven by a 30w class A Belles.

Its actually the ear’s that work less well at low volumes with extreme hi and low frequencies in particular.


https://ehomerecordingstudio.com/fletcher-munson-curve/


Tone and loudness controls used to be provided in a lot of gear to make the needed adjustment for low volume.


Brighter speakers and/or speakers with tipped up bass  inherently sound better at low volumes. Also speakers with adjustable powered subwoofers.