Audio Physic Virgo IIs. Very detailed at low volume, bass is a bit rich, which will help a bit with loudness at low volumes. Also, consider speakers with rearward firing woofers, like Linn Espek or Verity Audio. By varying the distance from the wall, you can significntly vary the amount of bass, and therefore, the amount of loudness.
Or you can get a Behringer DEQ24/96 for $400 and dial up your own loudness equalization curves. This is a VERY transparent piece of equipment.
Or a receiver with a loudness button, but if you're willing to spend 5 figures, this is prob'ly not going to do it for you.
In case you don't understand what we're getting at, it's the fact that the human ear is non-linear, and at low volumes is not as ensitive to high and low frequencies as at normal or concert volumes. Therefore, if you want to enjoy music at low volume, the system should be a bit bass and treble heavy at high volumes.
You are also right in seeking out something with excellent detail retrieval