The 'problem' that you are having will vary between different devices and the physical design of the hardware. In some cases the hardware allows for over-driving of the built in speakers which will cause crackling and other artefacts. In other cases the the output is limited to prevent this no matter how hard you try to drive it.
I don't know about the PE but with my EE I can drive the big Wharfedales from my stereo system directly.
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