Recommendations for speakers that sound great at lower volume levels.

You may be right about subs, but my Rogers LS3/5a’s do not sound 
thin at all.  It probably matters which amp is used with them.  Also, I listen nearfield and that must make a difference.  Great speakers!

Hello,
I agree with Cakyol. Subwoofer or even better, two of them. If you don’t have an external crossover set the subs at 60hz. You will be amazed. I have REL and JL Audio. 2 of each. Later add the JL Audio CR1 crossover regardless of weather you have a JL Audio sub or not. Its universal. This JL Audio CR1 crossover lets you decide or should I say your room decide where to crossover the speakers with the subs. It has RCA, XLR, and even TLP connections. This takes serious load off of your main speakers so the highs and mids can come through like a $25,000 speaker system. The subwoofers are powered by it’s own amp so even at low volume levels your system can have a full 20hz to 20+kHz. You will be amazed by the sound. I demoed the JL Audio gear at this store in the Chicagoland area:
https://holmaudio.com/
They also have the new KEF subs that are speced down to 11hz and have a very small footprint. The JL Audio and the KEF can be hooked up wireless up to 100’ away. This makes setup, placement, and even the wife factor a breeze. You would have to spend crazy money on your system to match the sound of adding subwoofers at low volumes. 

i concur with opinions about well integrated subs (a pair) making transformative improvements to systems using high quality bookshelf/standmount speakers that do not produce low bass

there is effort involved, and some learning curve, but the results, when successful, are most certainly worth the effort

i cannot speak for other makes, but rel provides excellent and detailed instructions on how to integrate their subs, and if those instructions are diligently followed, the user will reap great rewards

lots of folks go on endlessly and breathlessly on this forum about how fuses, cables, damped footers, springs, make a difference in the sound of the system... but the improvement from subs - done right - truly has a magnitude greater impact

You want a big full range high sensitivity high impedance system for a good low volume experience or a high quality two way with a good subwoofer where you can adjust the bass for any volume level so you can have a full sound at low volumes but it will not compete with a large system when the music gets challenging or gets played at a higher volume level.

Thanks to all for your thoughtful responses. I think I'll go with a more sensitive speaker. Perhaps the BBC monitor style and hook them up with my REL. Happy listening.