From the Thiel 1.5 manual:
"The grille on the CS1.5 is designed as an integral part of the system to reduce unwanted diffraction effects. Therefore, it must remain in place for proper operation. If you do need to remove the grille, pull the bottom of the grille frame away from the speaker an inch or so and then pull the top of the grille forward to remove it."
I have no speaker design knowledge but clearly Jim Thiel sees reason for the grilles. Not sure what that means though.