There is absolutely no need to do that, because net curtains provide no resistance to reaching in and operating the shutter strap (which IMO did happen), and would provide no resistance to climbing in (which IMO did not happen).
And back to your comparision on other thread, you were comparing two sober people in a restaurant with two completely alcoholically comatose people asleep in bed. Why not compare like with like? Compare two sober adults in a restaurant with two sober adults asleep in bed.
Net curtains plus main curtains are a considerable barrier to a potential intruder, especially one who doesn't know what awaits him underneath the window. In the situation you describe, the intruder could only have heard a child, not seen one, unless the intruder was disturbed by someone approaching in the car park.
Sober adults in bed v sober adults in restaurant :- we have already been made aware of intruders in children's bedrooms while the parents were on the balcony and no sound of entry was heard. I'm not aware as I type how the various intruders left the premises.
If the event occurred at, say, 3am, entry was gained using a key & Madeleine was chloroformed & removed, would the parents have heard anything? I don't know. Many people don't hear anything through their sleep during a house burglary. It would have posed a greater risk for an abductor in those circumstances.
It may have been much more difficult for the parents to demonstrate their innocence, given the lack of forensics and the greater timeframe in which cadaver concealment could have taken place.