To allow for adequate fire suppression, in the event of a vehicle fire in the tunnel. The tunnel's fire suppression system depends upon complete mixing of the released halon gas with all air, without having pockets of high (or low) halon concentration. Check the document "EUROTUNNEL'S SPECIFICATION FOR HALON 1301 REPLACEMENT"; it claims (on page 271):
[...]The results proved that complete mixing did occur but also
indicated that coach doors, roof vents and car windows needed to be
open in order to ensure the Halon air mixture enters the coach and car
passenger areas.[...]
on the web page with "Safety instructions" for coach operators, it says too:
[...]Open all doors, windows, air vents and skylights. This will allow
all announcements to be heard and the automatic fire extinguishing
system will be effective in case of fire on board your coach.[...]