With our current coop we've been leaving the door open by necessity. The birds are outgrowing the coop and are always roosted outside the coop (but in their enclosed run) at night. We've been doing this for a few months now with no problems, BUT our coop is close enough to the house that.... if anything got near it our dogs would attack.
That being said, I've seen a few people on here building runs with roosts and nesting boxes and whatnot that don't really even have an enclosed coop. Look at "open air coops." If they can make that work it makes me wonder why there's any controversy over the open/closed door question. I've seen it crop up a few times, but to me it's a non-issue. If your birds are safe, they are safe.