Good question. I find all Harbeth speakers (actually most classic BBC designs) play well at lower volumes, especially the larger ones. The slight exception is the M30.1 which sounds a bit bass light at low volumes, although still quite good.
I used to run B&W 700 and 800 series and still own 600 series. The higher B&Ws definitely prefer a higher volume to sound their best. Or a very high current amp if you want to play well at low volumes.I used McIntosh.
Other modern speakers with super stiff cabinets and driver materials also tend to prefer a bit of volume (Wilson, Focal etc) so sound good.
One thing to keep in mind though the SHL is a big speaker so it will not sound as fast as the M30.1 not offer the pinpoint imaging of the P3. But I think it offers a nice full presentation where instruments sound natural and reasonably full bodied in real space.
BTW, not sure if I mentioned, mine took a while ot break in, like over 200 hours. Before that they sound fine but a bit sluggish and slightly uneven.Nothing nasty, just not as musical as after they break in.