Some things said here are inaccurate.
First, my experience is that the subwoofer settings are not "brick wall" filters and allow a good bit of transmission of frequencies above the setting, which may or may not be accurate anyway.
Second, neither are the crossovers in the speakers "brick wall" drop-offs at the rated frequencies, rather they continue to generate sound at lower frequencies on a modest rolloff of output as the frequency drops.
I have found that it is necessary to set the crossover frequency of my REL subs far below what is notionally indicated to avoid bass bloat. Going higher is a step in the wrong direction, IME.
Third, subwoofers integrate better with full-range speakers when they are felt and not heard. The 30hz and lower frequencies from the sub(s) generate sound pressure that loads the room, giving a perception of greater bass weight and also better soundstaging.
Dave