Impedance matching is the biggy when it comes to matching Speakers to Receivers. Many 8-ohm rated Speakers can still drop to a much lower impedance minima at lower frequencies, enough so they present a difficult load that could potentially bust an amp.
Doing things like listening in Multi-Channel Stereo can also present a very difficult problem for many AVRs to overcome as a full signal is being sent to all Speakers. An underpowered Amp Stage would easily be decimated by such power demand.
Depending on your preferences and habits, external amplification may well be a wise choice, especially for the main channels up front.