Our lanai isn't insulated, but it has very sturdy acrylic slider windows that go almost up to the ceiling from around 2 feet off the floor, with pet-screen material on the outside of the windows (since we have an indoor cat who is not happy to learn that some neighbors have outdoor cats). From around mid-September through April we keep the slider from the inside of the house out to the lanai open for cross-ventilation and to enjoy our morning coffee, and relax and watch the neighborhood.
When it's warm out, it's way too hot out there even with the windows open. We get the morning, mid-day, AND afternoon sun beating down on the lanai so it gets pretty brutal. If the walls and ceiling had insulation I'd definitely enjoy having the slider to the house kept open. But it's not efficient to have the AC running into that room at all the way it is now.
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