This is always an interesting experiment with speakers in 2 channel: (Note: there is nothing coming in on the LFE channel so it's out of the picture)

Most are reluctant to set their highly praised full-range speakers to "small" but it could be a good way to go.
My understanding is that if the Mains are set to small that the LFE/LFE+Main switch does not matter
The mains at the x-over will shift their LF to the sub in both cases (i.e. only the sub plays the LF)

If the Mains are Large (which I assume is your case) then in:
LFE case: the sub is not used
LFE+Main case: Both the sub and the Mains play the LF below the x-over point

So you have 3 cases to try for 2 channel.
-- sub not used (LFE, Large)
-- Mains crossed with sub @ x-over ( -- , Small)
-- Main & sub playing at same time below x-over (LFE+Main, Large)

And only you can tell me which is the best for your setup.