I could be wrong, but I think those grooves/rubber strips are to make a sort of "rain gutter" channel, so the majority of the water from the roof doesn't run into the door/window when opened. Depending on the amount of rain you get, removing those may cause an unwelcome surprise. Aerodynamically, I'll bet their effect is so miniscule, you couldn't even measure it. - just my guess, though.
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