I know what you mean. I must have run sweeps for months and moved subs around, until I figured out just how my room influenced bass response.

The SMS adjusts filters above the crossover point because there is still output above the crossover point albeit declining by some 12db/octave (or more depending on the sub design). As you get more used to the device, I'd suggest manually adjusting all the filters rather than relying on the automatic feature since you can then move the filters by frequency and also adjust their breadth or Q. It will give you more flexibilty.

However neat it is, I've found the best approach is location, location, location for the subs then apply equalization as sparingly as you can, saving your biggest adjustment for those pesky peaks.
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John