“You have to open a door or window to let the pressure out of the room.”

It’s silliness.  It decays over time by reflecting off surfaces.  How long it takes to decay depends on whether your room is treated or not and will affect the quality of the sound produced by your rig.  I’m sure others here can give you a more scientific run down.

Treat the room with acoustic panels. Bass traps, rug on the floor and absorption panels for first reflection points will go a long way in improving sound quality 

Just think. If I played my stereo outdoors in the west with the speakers pointed east, my brother in Virginia might hear it. Not as loud though. 

Silly? More like dumb. Probably needs to open windows to air out farts that is affecting their brains. 

Total nonsense.