We left the doors open when our older two went into big beds for the first time. They panicked if it was shut tight. Also their rooms were quite a distance from ours and I wanted to be able to hear them if they cried. They didn't generally wander... they would sometimes come into our room to sleep but that was/is ok... we wanted them to feel safe and able to access us. Also I would worry that if their door was shut and there was an emergency then they'd be reliant on someone letting them out as our doors have very high old fashioned handles. I's a tricky one... if their room was closer to ours and they were prone to wander I guess we'd have to shut them.