Another thing to consider is that even though your speakers might be able to go down to 35hz, that doesn't necessarily mean they can play those frequencies as cleanly as a good subwoofer, especially at loud volumes. You would also be demanding more power from the receiver/amp for you mains, which may or may not be a problem. Factor this two things together and you can see that if you like to play at really loud levels (say, reference level DD/DTS or very loud music), you might be more likely to hit the limits of your system when your mains are set to large.
