Here's the deal...
...Most subwoofers are designed with a lower "Q-factor", meaning they aren't as tightly controlled/damped as most speaker system woofers("as is"). some sub manufactures go out of their way to make musical "tight", well controled woofers. The trade off often is extension/output vs speed, musicality, accuracy(musically speaking, which is much less demanding dynamically mostly) and tightess.
There are many subs out there however that are more musically accurate, well damped designs, which favor an excellent musical experience, even world class if set up with care and precision, and integrated with your system properly! The problem there is, that most "user error" and lack of experience leads to less than perfect coherence, blending, balance, frequency response, phase alignement, level matching, etc with the rest of the system!..and thus ultimate musical/technical accuracy suffers. In that case, most audio enthusiests(even seasoned audiophile twsakes) end up with a more cohesive, well integrated and balnced sound(thus yeilding a faster, more well controled sound) driving their speakers full range. After all theres nothing there to screw up besides poor speaker placment ovearall. Basically the speakers are already well integrated. You couple that with he fact, again, that most sub's are made with parameters for maximizing output and power handling for HT dubties, and it's easy; to see why you'll most often find a better sound for music playing your speakers "full range", and maybe X'ing the sub there.
Still, when you get down to the heavy artilary of HT DD/DTS material and such, I think you need to kick in the dynamic effeciency quotient, and opt for the "small setting", and enlist the help of the sub(making sure of phase and proper coupling at the critical crossover between sub/speakers).
Of course, the best alternative is to indeed get a sub(or best yet, multiple properly placed/calibrated sub's) that is a more msically accurate, if larege enough for the job/room. OTher wise, multiple higher quality subs are the way to go. You'll run them much more effeiciently, within their operating range, increase dynamic output in the room, with less demand on the subs..thus you can get more musically "taut sub's", and bring the output level to where it's needed..no matter what volume you listen.
If you're room is not so large, there are some excellent/superb sub's out there, that I've foud make for a very audiophile listening experience when set up well, even approaching or at the control level of good audiphile full range speakers for music. Higher end sub's I like for double dubty for HT/music are the likes of M&K MX series, Paradigm's Servo 15(even the PS1000 is a solid little sub for small room applications), Revel B15(parametric EQ is great), Rel's offerings(yet mostly best for smaller spaces, unless you use multiple subs, as they're lower powered mostly), Infinity MTS's sub modules(pricy), Theil's expensive woofer, and similar! These sub's are designed with musicality and accuracy in mind, yet some of them are very potent and powerful for HT dubties in most modest sized spaces! Best results can be had by the trained expertusing multiple's of these subs in a room for more efficiency, dynamic output, lack of potential distortion, etc!. Otherwise, usually you'll find sealed box woofers to offer a higher damping factor and accuracy potential, but depends. There are some superb ported designs also, if that helps. As you notice, most HT sub's are ported, often slopier sounding, but offer great output! It takes a good design/engineer to make a tight, musical, accruate, fast, yet dyanmically superior subwoofer!..but they're out there
Bottom line, If you use a processor that isn't as flexible, and you want to run it one way all the time, I think you might ask yourself what compromises you're willing to make if need be. If you are more into movie perfection, definitely do bass managment! If you don't care as much for HT,listen to lower volume levels consistently by yourself, and overall bass impact and dynamic range isn't a factor, you can just run your speakers full range, be careful, and forget about it!...maybe kicking on the sub to fill in the bottom or whatever. Again, that's if you just want' to not hastle with controls or whatever, and runing your speakrs full range is more important for music reproduction(again, assuming less than ideal sub/speaker set up, like most end up with).
With better sub's, and poper care, you can achieve some tremendous results for your situation. You'll have to tinker. Still, I'd try picking up at least one of the sub's I mentioed above to try! For the money, the Paradigm Servo 15's are a stone cold bargain!...especialy used. If you can't get things to your liking still for music, then yes, just run em "large" for music at least.
Also, for the record, I love your Krell HTS for digial movies! That's one of the cleanest most deatailed digital pre/pro's I've heard for DD/DTS. I just wish those old pieces had dirrect pass through for analog inputs. But then I use a speparate 2 channel pre anyway myself. Still, from the digital in, the movies are really good on those HTS's!
good luck