LFE should be set to the limit of the LFE channel's normal content (i.e. the ".1" channel in movies etc). In Denon avrs it's generally called the LPF of LFE, (i.e. low pass filter of LFE) of 120hz. There's really no point in setting it lower.
You can change individual crossovers to taste, tho, which you may find helpful. The auto setup may not determine ideal crossover point, but rather a minimal one. Not familiar with what that particular routine in your Denon does (have several Audyssey equipped Denons myself). Some set crossover near the -3dB point of their speakers (also called f3), some prefer half an octave above....some avrs have a double bass setting to overlap the sub with the speakers on bass content, too.....mostly in the end it's a matter of preference. Run the auto routine and report back on the resulting levels/delays (delay is distance setting).....
Yes, all of this stretches WAF for many....