If BOTH, is selected in the avr , whether the mains are selected large or small , The mains are full range. Otherwise The AVR could not send out LFE to the main channel.
As you suggested, I read the Yamaha FAQ. While it wasn't written exactly in English, I didn't think they were wrong because it makes sense that for the main to be full range it should be set large. However, as I said before, your findings (quoted in bold italic above) did contradict what is said (also quoted in bold italic, below). If you read the manual though, then there wasn't contradiction. It just wasn't clear because it didn't mention anything about whether the fronts (=mains) needed to be set to large or small.
From Yamaha FAQ:
"When setting the LFE/Bass Out to Both or Main, what is the effect ?
Last Update: 04/08/2011
When you are using a powered sub woofer and the LFE/Bass out is set to Both; frequencies from 90Hz ? 20Hz are sent to the sub woofer, as well as the speakers who are set to Large. If you set the LFE/Bass Output to Main, then frequencies from 90Hz - 20Hz are sent only to the Main speakers, only if the Main speakers are set to large. If the Main speakers are set to Small, then only frequencies from 20Khz ? 90Hz are sent to the Main speakers. If all speakers are set to Large, then the LFE/Bass Output is mute."
So based on your own experiments, I would say the FAQ was either incorrect or it did not apply to the RX-Z9. The RX-Z9 manual was not wrong, but was not clear. Your last sentence in the quote "Otherwise The AVR could not send out LFE to the main channel" is also unclear. According to the manual, LFE should be directed to the main, i.e. front L,R channels if Bass Out is set to "Front". That setting is useful if you don't have a subwoofer.
I think we have covered everything, finally..