It's okay
The grilles are attached with small rails. According to the instructions, you can either glue or screw them on – but only screws are included, no adhesive pads. And most people probably won’t want or be able to drill into their window frames.
So unfortunately, you have to buy some separately.
You can attach it in a way that you don’t have to remove it to open or close the window normally. Of course, it doesn’t look great, but that doesn’t really matter.
Overall, not completely satisfied, but it does the job!