Actually in the language of a car lover the meaning of not opening windows is, the car is clean from the inside and therr is no hidden dust even inside the vents and ac ducts or all the small places which are hard to clean later without a major effort or such as dismantling of some items. The fabric on the doors, gear area, console lids and meter area are clean even where something cannot reach to clean if they get dusty or dirty.
In terms of a car cleanliness freak, opening windows is a big NO. Always keep the windows locked. Avoid smoking in the car and edibles are strictly not allowed.