Why are high efficiency speakers preferred for low volume listening?

Sensitivity is a measurement of steady noise or tones and seeing how loud it is at 1 meter away. Has absolutely nothing to do with the quality of sound. 

But higher sensitivity speakers are often made with quality audio in mind, and low sensitivity are often made for cheap mass production, so people correlate "high sensitivity" with good sounding audio. In reality, there are many factors of driver and loudspeaker design that can make a speaker sound great at any volume level. 

My Kef blades needed volume to sound dynamic with my 300 wpc hegel so imagine my surprise when I tried the mc611’s and with the power meters bouncing around .6 of a single watt I was listening to tuneful bass and multiple layers of tones I previously had to really turn up to get? I almost never exceed 6 watts peak output yet the sound is completely unrestricted. Listening to delta cream, the black keys while typing this and am stunned by the dynamics at around 1-3 watts. Can anyone explain 

Duke pointed out good reasons. But one I have not seen is controlled directivity many mid range horn designs react less with room boundaries. This can increase detail at low levels. Also many low eff designs have complicated networks these require more amplifier power and this can cause a speaker to only sound good at louder levels.

@steve59 The meters on an amplifier are not going to accurately measure the peak power you are using, in fact not even close.

I hear you, and thats what I’ve thought from the beginning but the consistency has been giving me doubt.