Playing loud and watts seldom comes into the picture in… well non-low end systems (ok, maybe for college parties). Unless there is a gross mismatch in sensitivity and power.
More power tends to add weight and realism to the sound you get… it fills it out more than making it louder.
I have Audio Research Ref160 monoblocks, they can be run in linear (140wpc) or in triode mode (70 wpc)… there is no obvious difference in volume what so ever. I was actually surprised… I was listening for solidity, but thought I would hear a difference. The only difference I heard was in the ultra linear mode the treble became a bit hard and some of the midrange bloom dried up. I operate them in the triode mode, and they can play at deafening sound levels… (a dealer came over to listen and cranked them… wow, that was loud).
In solid state amps the power directly transforms itself into slam… that is one of the reasons high power ss amps are prized.
I only feel like I have scratched the surface. We’ll see if anyone wants to continue.