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I cannot model the holes other than by texture. One shelf has ~10⁴ of them. Each hole of N-gonal shape causes 4N + 4 additional triangles. To a room with only 5 shelves, even utterly coarse square holes would add one million triangles in total. Now Dodecagon's dodecagon[;)]: +2.6 million, without his divider.

For the same reason, physical roughness is not an option.
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As expected for creating roughness but I didn't realize a shelf had such tiny holes, i.e. so many. You can optimize this by making sure shelf and holes are a single group in the obj file. Sweet Home 3D processes by group so that should make a difference. Still, the huge number will make it very slow.

On the other hand, there are many 3D models with (real) perforated metal. A simple search using "perforated" on a site like cgtrader.com shows many great examples and most are under a million polygons. Some I noticed use hexagonal holes but others are cylindric with the correct interior hole sides.
This means it is possible but not by creating the holes in Sweet Home 3D. That's something Sweet Home 3D can do but the program is for interior design, not 3D modelling.