Speaker grills can affect the high frequencies which IME is most noticeable in a reduction of an otherwise excellent sound stage. Some grills/clothes can further dull the sound and/or create distortion from reflections off the grill frame edges. BUT some speakers are designed to be heard thru the grills (or cloth coverings) and they will be fine.
Do what sounds best to you, or works best, i.e. keeps the little fingers off the speaker's drivers.
Do what sounds best to you, or works best, i.e. keeps the little fingers off the speaker's drivers.