Frequency Response?

Frequency respone specifications are often so generalized that they have very limited value.

Some mags like stereophile will do more comprehensive actual measurements of fr and others. Those are more useful in terms of measuring actual performance.

For the average joe, a reference test cd or record to generate test tones at various frequencies and your ears as the measuring device can be insightful. Or a spl level meter device can be used.

Of course music is a much more complex signal to reproduce than any test tone, but a suite of variable test tones can gjve at least some degree of quantifiable measurement of how you system and your ears perform.

Yes there is harm done. It uses a lot of the amps power to reproduce
what it can at the lower frequency which can negatively affect the rest of
the music and leads to clipping distortions at lower volume than
otherwise.

In general, clipping due to low frequency noise being generated is fairly common with vinyl rigs. With digital, it is practically not really a concern. If speakers are producing poor or unneeded output of actual music signal at lower frequencies,then filtering is a good option to use power available more constructively.