All indications are that these are very good quality speakers. But they are small bookshelf speakers, if you were hoping to blow the roof off with bass, it seem reasonable you bought the wrong speakers. However, if clarity and detail are more your goal, then you are probably on the right track.
My Diamond 9.6 seemed very bass light when I first got them. So, I played the Day and Night, music and TV, with the bass on full, until I accumulated about 200 hours on them. Though I wasn't playing especially loud, just at my normal casual listening levels. Then around 200 hrs or so the bass stared to seem a bit heavy, so I turned the bass back to neutral and have been happy ever since. So, yes, it does take a few hours to get the speakers to mellow out.
I think you will find that everything mellows with time. If you liked these speakers in the story, then they should come round. But, there are some relevant details you are not telling us, like tone control settings (though I don't think the Rega Brio R has tone controls), and the general room acoustics. If this is a bare ultra-modern room then it is probably highly reflective which is not a good thing. Also, were are the speaker in relation to each other, and to the nearby walls?
Overall, all things considered, I think the speakers will mellow in time. To speed up the break-in, you can leave the radio playing, or put the CD player on repeat or shuffle all day long. Or if you have a iPod/MP3 player, a non-mechanical device, you can leave it playing on Shuffle all day long. Less wear and tear on the iPod.
Steve/bluewizard