If your mains are set to small, your sub should simply be set to "on". If your mains are large, then the LFE+main setting will definitely yield a reinforced bass signal - in some cases (as with a big sub like the EP500) that may be excessively reinforced. In that case, adding a second crossover at the same point could tame that reinforced bass and yield cleaner sound. It makes sense - not a typical approach, but that doesn't mean it's a bad thing.