Air quality i assume, i started leaving it open after getting a CO2 meter in my room. Having a larger volume of air to pull from, massively reduces the CO2 level in your room. My morning level went from 2500+ ppm down to ~700ppm. If you have plants it probably helps a lot too.
Idk if thats what these "experts" are talking about but thats just my experience.
You're thinking of CO, increased CO2 in the blood (which when dissolved becomes CO3+) causes increased anxiety and too much triggers suffocation panic. That's why you can breathe in basically any other gas and just shut down calmly, but CO2 will have you scrambling.
That's because the human body does not have a system to detect how much oxygen is in the blood, it only detects how much carbon dioxide is in the blood. When you hold your breath and feel the need to breath it is not caused by a lack of oxygen, but from a buildup of CO2.
That is why odorless gases are so dangerous. If there's no oxygen in the gas you are breathing but also no CO2 the body thinks "this is fine" until you pass out.
I have central air in my apartment. It's dropping to below freezing at night right now. I'm not running my heater at night while also having a window blowing freezing cold air into my apartment.
Keep in mind that most plants only process co2 by day but there are some exceptions, afaik Sansevieria.
But depending on the volume of you bedroom I would also recommend to leave the door a bit open to keep co2 levels at bay.