Some things that I'm surprised no one's really about talked are:
1. moving air and cabinet/speaker resonance. We guitar players, especially those who are used to playing real amps and cabs (both above and at bedroom volume) are used to hearing the speaker and cab vibrate and move, which is part of the sound. While Helix is supposed to emulate some of this, it's not the same. Even an FRFR will move air and vibrate, and its cabinet will affect the tone. Maybe part of the reason you're wanting to turn up (aside from the really good points about low pass filters) is that you don't hear or feel that speaker/cab relationship and movement going on.
I would suggest you reconsider using something like a small guitar cab or monitors. Once you figure out their frequency response, they might actually sound better than really big, powerful, L3Ms. You can make them move and resonate much easier at sensible volumes. Love the colors of your studio, but just looking at those L3Ms angled in towards your ears made my ears hurt through my laptop screen! It's just overkill... It's like trying to use a 100w, 4x12 Engl or something - 6ft away and angled at your ears - and then saying you can't make it sound good unless you turn it up too much. That's what it's designed for... You aren't using it for its designed purpose. That's why "lunchbox" amps and small cabs are so popular. They get "that sound" before ear-bleeding SPL. Those L3Ms would be great for live use, but studio, home, and live use are all different. There's a reason tracking rooms are big and separated from recording rooms in good studios. Can't normally get great sounds with really quiet amps... So to protect everyone and really hear what's going on in the mix, you turn it up then move out of the room when tracking.
So I'd say to go try studio monitors again. Go try them out at a good pro audio store before you buy. Look at the manufacturers' frequency charts and compare them to the L3Ms. Do you really want FRFR, or do you want the sound of an amp coming through a cab? You could also consider getting a (small) guitar cab and taking the cab emulation out of your presets. You might find that tickles your pickle more easily. More importantly, what is it you like and don't like about the sound from the L3Ms? What does "full bodied" mean to you? That's the real question to answer. Might be this next point...
2. It always sounds better when it's louder. You can google this (try the "equal loudness" measurements first), but the psychoacoustic properties of our brains, ears, and heads perceive louder sounds to be more pleasing or "better". This is often due to a perceived lack of bass and treble in quieter sounds. But this doesn't mean the sound is any different than at lower volumes, it is just heard differently. Keep that in mind...
I've been around a lot of gunfire and explosions, and I was the only one who wore custom-fit hearing protection. Although I have some ringing, I kept my hearing. Don't f**k with your hearing. The point is to enjoy music for your whole life, not just part of it and sit in silence when you're old. I'd rather have my eyes plucked out by pigmy zombies than lose my hearing. Experiencing music is more important than the best tone at home, I don't care what anyone says (and I produce my own music and have played guitar for almost 20 years). Turning it up would not have been my first thought if it didn't sound good. Nor would buying a PC+... Delving into the Helix settings would be the first answer, I think, and really figuring out what I am not hearing that I want to hear. Remember... It always sounds better when it's louder. Catch 22.
Sorry for the monologue. :D