It doesn't explain why locking windows shut makes any difference.
I'd be more at risk these days climbing my ladder to clear the gutters.
During the bombing of Liverpool, my Granddad was telling people to open windows - lights off obviously - to let the pressure wave from bomb blasts pass through, as the changing pressure outside would either blow windows in or suck them out. He'd learned this when a merchant seaman dealing with violent changing storms.
He'd sailed on some of the last tea clippers rounding Tierra del Fuego.