Recommendations for speakers that sound great at lower volume levels.

Cakyol, thanks!
Can't believe no one else mentioned that.
The human ear simply does not hear higher and lower frequencies as well as the mid range at lower volumes.
A speaker would have to be far from flat to sound great at low volumes and would sound awful at higher volumes because of abnormally loud lower and higher frequencies. 
Loudness controls addressed that limitation.
My Parasound has bass, treble and sub level controls on the remote, so I can adjust the levels accordingly when listening at low volumes. It also has a "flat" button....that returns bass & Treble to the proper, flat levels with a single push, when it's time to turn the volume back up. I know, many goners are rolling their eyes at such a feature, but it serves my purposes well.

Headphones.

My Chapman T7s sound absolutely great at lower volumes. Highly recommend. 

Tannoys do well at low volumes, at least mine.

I have 30.2's and drive it with a Luxman 590AXII that has a bi-passable loudness control. They sound wonderful at low volumes. Yes, I know, tone controls are looked down upon. However, as Ccakyol  stated and mwinkc chimed in, a loudness control is what is needed at low volumes. It's one reason I went with the Luxman, aside from the Class A power, as I wanted something close to tubes without the heat and tube issues. I don't think changing speakers is the answer. I am sure you'd hate to part with the Line Magnetics, but I'd say it's not a good match for Harbeth speakers. I am lucky enough to have a Stereo store close by with both the Harbeth and Line, and I did not like the combo. YMMV.