If as you say you “really dig the sound of your current setup”, consider it “thin”, it might be good to identify what it is that you’re hoping to hear more of.
Some here say you might need different speakers, which is completely possible. Another being perhaps different equipment feeding the speakers might fatten it up, also possible.
I agree with the above, but it is hard to say what is happening or not happening in your system. In many cases “thin” is a matter of the amplifier not having enough power to produce the LF dynamics, or just can’t control the woofer. More / quality power might help that. When I measure my room & system I typically like to measure at 110dBA so that I can see what’s flat and in phase at a little higher levels than talking-level music where a lot of measurements are taken. Either way, measurements will tell you a bit about what’s happening, you might even be getting cancellation in a critical bass frequency from room reflections. Turning up the bass in that frequency will turn up the reflection so you need to know what you’re working with.
Yes, a powered subwoofer set up properly will give the main amp and speakers (if high-passed) more power available for the rest of the music, jayvis might be on to something there also.
I’ve never owned the CM9s, not sure I even know what model they are, so I can’t speak specifically about them but I can say that I’ve owned a lot of speakers that are accurate and flat, but just don’t give the music personality, doesn’t engage the listeners, that can be pairing or any of the components.
Regarding the need for a vintage tube preamp to fatten it up? That is the last place I’d look. Still, aim the gun before you shoot, you need to figure out what your system and room are doing first IMO.