The "direct" button bypasses all DSP in the AVR. It should essentially turn your AVR into an analog 2-channel system. By default, DSP is enabled -- which means that if you have a phono analog input, or a high-end external DAC analog input to the AVR, those analog inputs still gets digitized by the AVR

, processed through DSP, and then converted back to analog as it is sent to the amps.
For 2-channel stereo music, "direct" and "pure direct" modes very often sound better because it bypasses the digital conversion and DSP processing. That said, for rooms with very difficult acoustics, enabling DSP can sound better because it can correct for room issues. For the latter to be true, you need to run the sound setup process on the AVR (usually involves plugging a mic into the AVR and having it run and auto-setup sequence, often from several different places in the room).
If you've never run the auto setup process on the AVR -- then it probably is probably still tuned tuned for whatever speakers it had previously and would be really far off for the Ohms. If you want to give it a fair comparison, you could run the auto-setup for the Ohms, and then compare how direct and non-direct modes sound.