Some receivers/pre's have the ability to have the sub still in the mix even in direct mode I believe, but both the mains and sub would be playing the same frequencies.
As is the case with mine. But my amp (Behringer nu3000dsp) can control what the sub plays. So now, (my PC is hooked up to the CD analog inputs on the AVR) I have the sub limited at about 50hz and the mains are bypassing the AVR's dsp, or tone controls, or whatever you want to call them. I can EQ both the sub, and the input from my desktop. The total input is via the soundcard on the pc, which has a 10 band, graphic EQ.
My main speakers, Fusion-12 Tempests, play down to the lower 40's and they do it well. Probably because of the 12" woofers and the size of my room along with the gains here as well.
Now via parametric and dynamic EQ in the Behringer software, which also is on my desktop, I have been experimenting with the filters, the low shelf and high shelf settings, different gain levels etc. It's just the long way around to figuring out specifically what does what.
It always sounded great, but now I am finding inter-tonal qualities in things like the lower bass guitar frequencies and percussion.
The sweet spot around these settings, along with the sound card's EQ, can be pretty big, and can be changed depending on what kind of music I am playing and helps, especially when recording quality may not be so great.