I got mine used so the seller had cut something that looked like furnace filters into those slots and said she used those in place of the sponges. So I'm not sure really, but those vessels at each end that have that plastic screen-looking thing that snaps in place are empty. Yours must be too then. Yours works fine, mine works fine. Who needs sponges lol.
I'm starting with, I believe, 3 hens and a roo in February if possible. I figure two eggs per day is at least one dozen a week. I will hold until I have 18 eggs then set (hoping that in the end, there's at least a baker's dozen of fuzzy butts.)