In my system the difference is quite substantial. There is more detail and air with the grills taken off.
That is an unusual observation - the normal effect of edge diffraction is a "claustrophobic" or "cluttered sound" - the sound also becomes more identifiable as coming from each individual speaker rather than imaging somewhere in space between the two speakers....most noticeable on the sound of cymbals which may collapse in soundstage.
However, the very small triangular baffle of the Sophia mid and tweeter means that this issue may not be noticeable at all - you still get edge diffraction but it occurs so close to the primary signal that your ears may not pick it up ( this is why thin speakers and small satellites often do the "disappearing act" so well ). In this case, perhaps the grill itself is introducing an altered form of edge diffraction that you don't like. In any case, it is almost universally accepted that smooth rounded baffle edges are better than sharp edges, which is why it is usually best with the grill on.
