I don't understand how a religion can be "closed." What right do people have to tell a deity who can and cannot worship them?
Religions can be closed for a number of reasons, one of the biggest being to prevent use of its entities, ideas, or practices in an incorrect and harmful manner - particularly when a religion is an integral part of a culture that is frequently bastardized and/or misunderstood.
For example, the religious practices of the Mayan and Azteca cultures are considered closed because the culture as a whole is closed to outsiders. People take pieces of the culture, either art, practices, historical pieces, or something along those lines, and remove them from their context for the purpose of over-hyped fashion, racist jokes, crude holidays, poorly constructed conspiracy theories, etc. By doing this it depletes their cultural and historical value to outsiders, thus creating a misperpetuated sense of the removed article. It removes the religious and cultural ties, making the piece misunderstood by outsiders. Different cultures, in response to this, have declared themselves as closed to outsiders to help preserve their practices, histories, and ways of living in an attempt to continue on the traditions and legacies they are internally known for. The constant racism and cultural appropriation have pushed the people [within specific cultures] to feel threatened in a way that creates a need to bar outsiders in order to preserve and retain authenticity and a cultural wholeness.
Additional information that may help clear some things up: