Thank you and thank everyone for helping with this. I'm going to go relax and listen to music.
To be clear, if you have 8 ohm nominal speakers then leave it in the default 8 ohm setting.
If you have 4 ohm nominal speakers then the manufacturer clearly wanted you to use the 4 ohm setting because they have to cover their rear end, i.e. regulatory, legality issues.., that does not mean you would do damage to the amp if you ignore their recommendations. Conversely, if you do follow use the 4 ohm setting, it does not mean you will get poorer sound quality, because it depends on your actual power (voltage/current) requirements.
The fact is, amp output specs are not perfect, no even close. Yes some amps have higher current capability and will therefore be more suited for low impedance speakers, but ultimately it depends on the individual user's actual real world power requirements.
You can have an amp that is rated for 4 ohms such as the A-S2200, but if you crank it up high enough driving even 8 ohm large towers that has power handling rating of over 500 W, you can still risk damaging the amp if you are not careful.
Or you can have an amp
not rated for 4 ohms (such as the A-S801), but your power requirement never exceeds 30 W (just an example I pick) driving your 4 ohm nominal speakers to the loudest level you can tolerate during the maximum peaks, then your little amp will be fine regardless of where you set the impedance selector.