Well, usually you need a closed object to calculate light diffraction, but usually on rendered images or movies.
I still haven't experienced on modeling an airplane for Aerofly, so I don't know how it behaves with open surfaces. It will probably only render surfaces which the normals are facing the camera.
Maybe you don't need closed objects on windows and stuff, of maybe you have some normals facing the wrong direction. Or maybe you have a z-sorting problem. When it comes to real time rendering, like games ans simulators, the VGA have a hard time figuring out which transparent object (or faces) is nearest to the camera, and that causes some issues.