An earlier discussion seemed to conclude if you set all speakers to "small", there is no difference or benefit setting your sub to "LFE+Main" vs "LFE".
Reading thru the Denon X4000 manual about "Direct" mode, I think I found where any signal will only be sent to your sub in Direct mode if you have "LFE+Main" selected. (Page 234, "Sound modes and channel output" in the Appendix.)
Does that mean you miss everything below 80Hz if you use Direct mode, with speakers set to Small, Crossovers set at 80Hz, and "LFE" selected for the sub? When I experiment in Direct mode by changing sub setting, it does indeed sound like the sub plays nothing when set to "LFE", but does play when set to "LFE+Main".
If that's the case, it would seem beneficial to use "LFE+Main" instead of "LFE", even if you set all speakers to "Small". Right?
Could that be partly why some people say their Direct mode sounds shallow and tinny?