Hmm... If there was some sort of force out to get you, wouldn't you want to sleep with the door closed and a light on?
If you left the door open, they would just come right in... I think it would be creepier than closing and locking the door.
That's a good sign though, that he was that scared.
Well if there was some demon or ghost out to get you, a door or lights wouldnt really matter. But i guess him having the door open helped him sleep better. lol