While most of the responses provided to you were generally correct. There are plenty of exceptions depending on the equipment. There are scenarios where you could be in a type of direct depending on the manufacturer and still get subwoofer output. So what exactly is your gear?
Yeah, I auditioned a flagship Outlaw Audio pre-pro once. Even in Direct mode, I was able to use bass management.
It's a well known fact that the more processing you use (DSP, Tones, EQs, Bass Management, etc.), the more Distortion & Crosstalk you get. However, like everyone says, the amount adverse effects are usually insignificant here.
I don't think I could tell the difference between Stereo vs. Direct vs. Pure Direct either as long as the Tones, EQs, and DSPs were turned off.