Thanks for sharing the settings. Have you run a full Audyssey calibration?
In Pure Direct mode, the Denon is using just your two speakers full range (no cross over). Since you say it sounds thin, I am assuming your front bookshelves are topping out at higher frequencies.
The only thing that can help you is to fill in the lower frequencies with a sub. Which is where Stereo mode comes in. It routes all the frequencies below crossover (in your case set to 80Hz) to the sub. You have your sub set to -2.5dB. This could be because your sub has a volume knob set to high on the sub, or for many other reasons. But it could also be the reason for the sub not filling in like it is supposed to.
I would play with turning the sub up. But it is tricky as some subs stand out and don't blend well with the main speakers. But this is your ticket to a fuller sound. You can do this now, or you can (needlessly) buy another AVR and do it then.
If I was going the AVR route, I would get one with DIRAC and see if it does better at blending the sub with my mains.
The best solution of course is to get new speakers that go down to 40. The kind that you can enjoy in Pure Direct mode. But you think you can make these sound better with a new AVR.