Must speakers have certain volume to sound convincing ?

In my opinion, "yes". If a speaker isn't adequately "pressurizing"  the listening environment it doesn't sound "convincing". In my experience I've found that there typically is a "sweet spot" volume - much like a sweet spot listening position. To low a volume or too high a volume simply does not strike the same "chord" in me as the "right" volume. And the "right" setting is also a variable depending on many things such as the type of music, particular song, and even the time-of-day/night.

My EgglestonWorks Fontaines do need a kick in the pants to sound good. For me, not that the room is inadequately pressurized but seems more like the drivers, which are quite robustly built, need some power to move optimally. Not so with my desktop Adam F7 Active monitors - they sound exquisite even at low volume.

I think this very much involves the psychology of each person and thier listening habits and enjoyment. I like low listening very much. I also think planars give enough info at low volume for enjoyable sound. Just my opinion...
BTW even my neighbors Sonos speakers sound clear and fantastic at low levels. Not as much bass as my Monitor Audio Bronze but just as clear and articulate.