Heh, can't you tell the difference in the sound?

Speakers tend to sound muffled when they have their grille's on. There are some exceptions to this, however, as some are made to sound better with grilles on (as is the case with Paradigm Studio 40v2 speakers).

The dispersion patterns are also messed up, so those super-nice curves of on and off axis response you see in the SoundStage! reviews get warped (mainly only in the high frequencies, though).