The way that air can freely move around the back of the driver actively contributes to the sound of the headphone. Remember that any speaker moves backwards and forwards - hence sound comes off both sides of it. So a closed back headphone design has to consider how the sound coming off the back of the driver contributes to what the listener hears. Its much less of a concern for open backs.

As somebody else said - experiment by placing your hands over the back of your open back headphones and hear the sound change. Also move them away slowly and hear the sound change gradually back to normal.