Sure, you can try that. You can also buy the stainless nozzle mesh as well as the black fabric nozzle mesh on Aliexpress. It only costs a few pennies each.
If you want to recreate the stock configuration, order a pair of each. Then put the stainless mesh onto the nozzle 1st, followed by the black fabric filter on top of that.
Or, do like I do and just use the stainless mesh by itself.
With that said, if you just don’t like the tuning of the CH9T, then the nozzle mesh isn’t going to work miracles.
I would at least contact Amazon and see if you can get a partial refund, since there’s parts missing. You would be totally justified.