Subwoofers - Grille off or on?

I know speakers always sound best with the grilles off. Does this apply for subs too, or does it not matter?
Raul is a GURU, he is also one of the nicest and helpful folks you will ever meet. Raul, Shadrone, Albert Porter and a few others are an asset to this forum and hobby as a whole.
I used to prefer grills off, now I prefer grills on. I don't think the speakers have changed, it's my taste that has changed. I also like simpler music. I am more interested in precise notes than how many notes can be played. I want the speaker to let me explore the music not force it on me and if a speaker comes with a grill I believe it is designed to be listened to that way.

When I remove the grill the speaker has more detail, but the speaker also sounds more mechanical, less like music the way some audiophiles describe the difference between analog and digital.

The grill cloth has to affect more than just detail. It must also affect dispersion characteristics and if it affects dispersion characteristics it must affect how the speaker reacts with the room. As Roy explained, with the grill on, air is always stuck around the woofer and there must be some affect on other drivers too, but could this be perceived as a positive affect or do manufacturers take this into consideration and use it to their advantage?