The receivers 4 Ohm setting is akin to putting a wedge under a cars accelerator to prevent it being pushed all the way down. It's not actually changing the receiver to better handle a low Ohms load. It's just limiting how much power it makes available.
Like any limiter, there's a point where you can hear it start to take effect. An example would be a sudden explosion in a movie. Think about the Batman film,
The Dark Knight. Joker is leaving the hospital and fiddling with the detonator. You can hear him muttering as he jabs at the stick. Suddenly KA-BOOOOM, or more specifically KA-Boooom. The limiter cuts in and the sound shrinks. The receiver has temporarily throttled the power so that too much current can't be drawn by the speakers. You need to get to a certain volume limit before the peaks will trigger this response, and there are several factors affecting what that point will be such as the room size for the SPL and the sensitivity of the speakers. But once you hear what's going in, that's the point where you can tell what the 4 Ohm limiter is doing.
Although an 8 Ohm impedance, your Klipsch speakers can be a tricky load for amps. The horn tweeter is incredibly efficient and has high sensitivity, but the mid/bass drivers if measured alone would be a very different story. Klipsch quotes 94dB for their R-610F, but that's because the horn-loaded tweeter is pulling up the average.
All speakers have a frequency response that can be measured and graphed from the lowest frequencies to the highest. Here's some interesting reading.
Klipsch RP-600M Speaker Review | Audio Science Review (ASR) Forum
None of this should stop you enjoying your system, but it is an example of how the spec sheets don't tell the full story.
