Makes no difference. I had a teacher who was sitting in her apartment and the lightening hit her thru the closed window and slapped her upside the wall. Luckily not lasting injury. But Karen L. is right about the rain. I am right now sitting out in my gazebo during a thunderstorm and hoping for the best.

I prefer to have them closed so my floor won't get wet.If you are talking about pressure in a home like in a tornado,i don't think it will make any difference in a direct hit.

closed, and if worried about them breaking duct tape then in an X fashion

Closed, so rain doesn't get in.