The crossover in the speaker is designed specifically for the way it is currently wired. Changing the wiring will totally mess up the crossover and impedance.
The 6 ohm and 4 ohm settings are mostly marketing fluff and few people use it. It limits the power the amps can put out so in some sense it can provide a bit of protection with speakers that provide a difficult load. As was mentioned before, most speakers dip down to 4 ohms at certain frequencies and most amps can handle this just fine. There are exceptions like some B&W models which are known to provide a difficult load for AVRs. By using the 4 ohm setting you are giving up some additional head room... that reserve power in the amp for sudden loud passages or transients. Having additional head room is a good thing. If you are not pushing the AVR too hard it should work fine with the 8 ohm setting. If you're still worried about the AVR you can set it to 6 ohms and have peace of mind.
Frankly you would gain more with a good cooling fan on the AVR. Heat is the real enemy and if the receiver is getting warm when played loud a cooling fan (like AC Infinty) will improve longevity.