This is how I visualize it. (For now I'm assuming everything are connected open sets.)
Consider metric spaces. Let ##U = (0,1)## and consider two points, say, ##x_0 = \frac{1}{12}## and ##x_n = \frac{9}{10}##. Because U is open, I can find an open neighborhood of ##x_0##, namely, ##B(1/12, 1/12)##. Pick a point to the right inside of this ball: for example ##x_1 = \frac{1}{7}##. Now find a new open neighborhood: ##B(1/7, 1/7)## and find a new point ##x_2 = \frac{3}{14}## and repeat.
What we end up with is a sequence ##x_0, x_1, x_2, \ldots, x_n## where we "walk" from ##x_0## to ##x_n## such that
- every point is in U
- neighborhoods are open subsets of U
- successive neighborhoods overlap with each other.
Now replace neighborhood with "open subset" and you can frame that procedure in terms of topology.
But this doesn't work with closed sets. Try ##U = [0,1]## and pick ##x_0 = 0##. There are no open neighborhoods of ##x_0## which are also subsets of U. So we can't do our walking. This is a difference between open and closed with regards to this (very non mathematical and very arbitrary) concept of "closeness".
But what happens when ##f^{-1}(V)## is not connected. Let's suppose that is has two connected components ##f^{-1}(V) = U_1 \cup U_2##. Pick three points ##x, y, z## such that ##f(x), f(y), f(z) \in V##. Clearly, ##x, y, z \in f^{-1}(V)##. Either two things can happen:
- all z, y, and z are in the same component (they are all "close" to each other)
- ##x \in U_1## but ##y \in U_2##. Then z is going to be "close" to either of them but not both.