Not warm and smooth as the legacy suggest. There are plenty of better speakers in the 4500.00 USD range than the B&W range. I haven't had to shop in years because I have old warm smooth B&W's. Look at Tannoy or PSB or even French speakers like Focal or Triangle. They will be a little tipped up but IMO later B&W sound "bright" not because of tonal balance but because of those damn Kevlar drivers. They have little breakup, it just happens to be right in the upper mid range, where it destroys the voicing of otherwise fine speakers.

Great system!

Two things. You could add subwoofers that would help enhance bass reponse which will want the sound a bit or you could consider a warmer speaker. There are tons to choose from.

It would be helpful to know what the original poster means (SPL?)  by "lower volume". The term, lower volume, could mean anything from a whisper to a robust conversation level. 
 
Is the bass sufficient at higher volume? And if so, what volume might that be. Do the speakers sound lean in any way at what is considered normal volume? 
 
I can't tell with the limited info provided, but the problem may be rooted in the normal human hearing process where, as the overall volume of sound is lowered, the midrange frequencies remain audible long after the lower bass, and to a lessor effect, high frequencies become difficult to hear. This is explained in the Fletcher Munson curve. 
 
I think bierfeldt is is on the right track, bass must be increased to counter act this effect when listening at low volume level. Use tone controls, equalizer, loudness compensation circuit, or adjustable subwoofer. Might also be possible to accent bass with speaker repositioning. 
 
I wouldn't think first of changing speakers unless they sounded light on bass at other volumes. The B&W CM9 may have increased bass response compared to the 804s, but it doesn't address what I'm guessing is the real issue.

fyi- In my setup, the bass seems to wake up around 70 dB but sounds best balanced at 85 dB or so. I tend not to listen lower than 70 dB, so not a problem.