928 models do exist with no sunroof.
Having never owned one personally, I only Mb Star C4 know this from an enthusiast's perspective; but I understand that rather than being an 'option' on the build sheet, it was actually a 'sunroof delete' option - hence most of them having the 'standard' sunroof.
Examples are out there, but they're pretty rare.
From a performance perspective, body stiffness is always going to be better with a complete roof.
Saying that, since there's a pretty sound case to be Mb Star Connect C4 made that the roof was designed to have an extra hole in it (being a 'delete' option), there's probably no real discernable performance downside.
A sunroof is always going to be prone to seal problems in the long-term (all of these models getting pretty long in the tooth by now), but these are easily prevented provided they're attended to.
If you're tall, there's likely a bit more headroom without the sunroof (when comparing to a closed sunroof.