The way this has been described, I doubt it has much to do with the wind. I think this would happen even on a windless day. The explanation I gave in post #6 needs no wind.
You might like to try this experiment. With the window closed, hold your door open by just a few inches or cm, put your hand close to* the gap between the door and the frame, and close the door quickly. You should feel on your hand a puff of wind, as air has to get out of the way of door and some of it comes through the gap. This "cushion of air" acts as brake to slow the door down.
Now repeat the experiment with the window open. You should find that the puff of wind is noticeably less this time. If there is also a window in the corridor or room that is outside your room, the puff of wind should be greatest when both windows are shut, and least when both windows are open.
You might also like to try the experiment on windy days and windless days and see if that makes a difference. If you can actually feel the wind blowing through your room, then it might make a difference, but otherwise not.
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*Health and safety: but not too close to the gap to risk trapping your fingers in the door, please!