In my setup there is a considerable difference between setting speakers either large or small. And the difference between lfe & lfe+mains is not so much.
So iam lost why you are not having differences. I will try to explain as best as I can about lfe, that I know. So you can try to figure out what is happening in your room.
LFE means the .1 channel in a Dolby movie track. And this dedicated channel covers a audio band width of 200 to 3 Hz.
In 2 channel stereo, this audio band width is included in the left and right channel itself, and is not encoded seperately.
But it is encoded seperately in a movie track. So in the marantz you have options to decide if the sub produces the entire lfe channel or will the main front floorstanders also share this band width.
Since you have set LPF for LFE as 120hz. This basically means that all sound below 120hz will go to sub if you choose 'LFE' under subwoofer settings.
Since your front speakers are crossed over at 40hz, if you set the subwoofer as 'LFE+mains', the sub will produce everything below 120hz. And your main front speakers will also join the party, and will play frequencies till 40 Hz.
Now if there is audio sound in the remaining 5 channel track, that falls below the cross over frequency of the respective speaker, then same will be routed to your sub woofer.
This is generally how it works. I have gone through your setup post. And I think you set the crossover in your sub manually at 120 Hz and then did audyssey calibration. So now try turning that cross over dial to max position, which is usually the bypass position. In this position the sub crossover is handled by the marantz and not by the sub. Try doing your audyssey calibration again with below settings.
Go to manual speaker setup, and set all your speakers to small.
Go to sub woofer settings, and set sub woofer as 'LFE'
On the sub woofer, turn the crossover knob to max or bypass position.
Set your subwoofer volume at 8 o'clock position. When you start your audyssey setup, the marantz will say that your sub volume is too low. Then increase as required. Usually 10 o'clock position is ideal.
Please try this and let us know. All the best