Do you mean I have to set the front speakers to "small" even though my front speakers are full range Nautilus 802's?
Nautilus 802s aren't full-range. The -3dB point is at 34Hz. A decent subwoofer will go down to 16Hz or even lower.
If you ever listen to music with a large pipe organ - with a 32-foot stop - then there will be lots of stuff going on in the 16-31Hz range.
To get the best out of your system you may need to tweak the settings according to what you're listening to. I don't know about the capabilities of your other speakers, but you might find that for 5.1 or 6.1 movies you're best having all speakers set to Large, subwoofer on, and the cross-over set to "None", while for stereo sources you might want the front speakers set to Small and a 35Hz cross-over. (If any of your other speakers need to be set to Small then that changes things).