While listening to music rarely demands a subwoofer
per se, I think the audio effects in games/movies often gain a lot from a powered subwoofer.
The thing is that music-oriented speakers are usually aimed at audio fidelity throughout the hearing range, but the soundwaves reproduced by subwoofers are perceived not only by our ears but also our somatosensory system. But to feel that, these soundwaves need to come at a fairly high pressure, which is usually achieved only through a powered subwooder (in the case of a typical home setup, anyways).
So although I'm pretty sure those M-Audio speakers sound really good, they can't provide those feelings of the walls rumbling and having a pressure wave go through our body when there's an explosion or a powerful magic spell.
A cheapish subwoofer like
this or
this would be more than enough for a small room.
Some people may not find that important, but I think this really increases the immersiveness in games (a lot more than a couple of MSAA levels or higher shadow quality, for example).
As an example, I have a
Creative S750 set in my office and a
Jamo 606 5.0 set (plus
this receiver) in my living room, and I've been playing Skyrim in the living room.
While the Jamo provide an unquestionably better sound all around (for music these are spectacular), and the floor speakers are being bi-amplified and have an 8" driver for low frequencies, I do miss that earth-shattering feeling I get with the S750's subwoofer, whenever the dragons roar above me or when I shoot a fireball at some poor bandits.