DIAGNOSIS You can, but you really shouldn't make a habit of it. The fabric pre-filter isn't just for looks—it's a critical first stage of the filtration process.
FIX For normal operation, always keep the fabric cover on and secured. Its job is to catch large particles like pet hair, lint, and dust. This protects the main, more expensive HEPA filter inside from clogging prematurely. Running the unit without it means all that large debris gets sucked directly into the fine pleats of the main filter, drastically shortening its lifespan and reducing efficiency.
IF THAT DIDN'T WORK If you don't like the look of the fabric cover it came with, Blueair sells different colored replacement pre-filters. You can swap to a color that better fits your decor, but keep a cover on there.
HEADS UP The 211+ doesn't have an internal 'filter light' to see. You might be thinking of other models. The only light is the small power/indicator LED on the top control panel. Running it naked just lets you see the white filter cylinder, which will get dirty much faster.