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

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.

The description of releasing pressure makes no sense, but opening doors or windows will allow move of the sound energy to leave the room and could alter the sound the listener hears.  Whether this improves the sound or not, can only be determined by listening.