I can only commiserate, and add that we have THREE doors to the arena, so I feel your pain three times! :)
I ride with them open & closed, but Saturday I had the side door open- there was a horse turned out in the outdoor arena which you can see through that door, and you would think my mare had been stranded on a desert island away from other horses for years the way that she flipped out over that horse outside the door. Even after I shut the door, she was still calling and calling to the other horse like her life depended on it. All I could think to do was work her until she was so tired the other horse was a distant memory. After about 45 minutes, she was no longer answering the other calls and riding past the door without incident.
It's been too cold to ride with it open since then, but I imagine we will have to go through some basics on riding politely past the open door again.