I think you're right, wall mounting is the intended method. But my concern would be the weight - based on a rough calculation of an average 5 albums per kg, a filled eight-cube Kallax would weigh in at about 120kg (about 265lb in old money) plus the shelving itself.
But just sat directly on the floor just didn't look right to me, so I cut some pieces of 3x2 timber into 100mm lengths, matt sprayed them black and placed them under the shelving. Looks a bit more like proper furniture now.
I've since come across things like this on Amazon - hundreds of different designs and finishes available - but I'm not changing them now.
https://www.amazon.co.uk/QIMEI-SHOP-...%2C106&sr=8-63
And to get around the issue of the albums pushing to the back when taking out/replacing, I'm going to cut 8 pieces of 23x50mm roof tile batten (total cost about 3 quid) and fix them on the shelves towards the back to make a "back stop".