the material is very delicate, they are sheer shades, i would be afraid they’d get sucked into the vacuum.
I think I’m a pretty good housekeeper but once in a while I see something and am stunned that I’ve missed it before!
vacuums have an adjustment to the suction, leave that wide open to try then slowly close to raise the suction. usually works for me, just pick a room you hate the window coverings in. ;^)