I have never owned a speaker that I could hear a difference one way or the other. I had Harbeth's and the manufacturer recommended they be left on so I did. The wood on my current speakers (Daedalus) is so darn pretty I sometimes take off the grills just to admire the view but more often than not I leave on the grills and they sound just as wonderful. I think this is another one of those things that audiophiles can get twitchy about for no good reason.