I would close the wall up this is just weird in a home.

Have you thought about putting in a double bi-fold door or french door with glass panels instead? The shade idea doesn't seem terribly practical, nor would it block sound if, for example, you'd need to take a conference call. To cover the shade, you'd need a valance of either fabric or millwork, and that is probably more costly than simply putting in a new door that you can leave open when not in use.