it actually depends on what i'm going to the bathroom to do. If i'm just checking myself out, i leave the door open, if i'm gonna take a piss or take a shower/bath then yea, i'd close the door
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If I'm alone I don't see a reason to close it. The house is very ventilated so I don't have to worry about smell.
/offtopic Weird, when I sleep I prefer the door closed & locked