Allegedly, the mpu box is designed with a specfic airflow model that pulls hot air out the side while cooler air comes in from the opposite end. The airflow thus moves across the entire mpu board cooling off the heatsink and moving away hot air out the side vent with the fan. If the cover is removed, this airflow is disrupted generating more heat to the components due to the lack of air flow.
That being said, I had always ran my mpu's without doors, but I don't have them on 24/7 and my home is temperature controlled year round. I have been recently putting covers on all my mpu's just to have that "genuine" look.