No, there isn't a way to do both at once.
This isn't an issue for me, because I have tried both ways, with sub and full frequency, and have found that I can make them sound pretty much the same aside from the addition of frequencies below the 60Hz region, where I set the cross-over. On a previous pair of speakers I was forced to set the cross-over to 80Hz due to some resonance in the speaker cabinets, but they are out of the loop now.
Many recievers only give a 100Hz cross-over without giving the consumer the choice and this would now be unacceptable to me.
Sometimes I do listen to CDs through the direct in and sometimes just use the CD player as a transport for the Outlaw's DACs, I find the direct method to be a bit warmer and the DAC method to give a bit more detail and volume but it is mostly a matter of taste.

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"Art is not a mirror, but a hammer."