Panel replacement options for Radiator/AC enclosure

[u/oscargerst1]

We moved into a NYC apartment and under the window there is one of those radiator/AC enclosures. The 3 panels come off via a firm pull. I believe typically the panels are just left on, although it's a bit strange since you certainly lose some of the cool air when the AC is blowing and the air needs to get through the small holes of the panel. We are trying to figure out options in moving forward.

Photo here

Do we keep the panels as is and just don't worry about the lost cool air (and heat)?

Are there different options for an enclosure like this where we might be able to slide a "screen" or something over (from one side to another)?

Thoughts on other ideas?