Löyly is hot water vapour evaporated from the hot rocks. The difference between closed and open grid heaters is that in a closed heater the rocks tend to become hotter especially at the top level as all hot air comes up through the heater and past the top layer of stones, where in an open heater the hot air escapes in all directions, and there is less of a hot spot at the top. Water poured on stones then evaporates either from really hot stones or bit milder hot, and this makes a difference in the vapour droplet size, so the vapour is "dry" or "moist". Moist löyly feels softer and more tolerable, where dry löyly feels stingy and more agressive. But this is a matter of opinion and preference. A big effect is on the quantity of stones. If there are not a lot of stones, they won't give consistent löyly as they cool down, but they might be really hot in the beginning. Where as a large quantity of rocks, that all together have a great surface area and so even though the rocks temperature is not so high, the steam production ability will stay more consistent due to the stone mass.