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Close it, lock it. The doors usually swing partly closed behind you; it’s easy enough for somebody to barge in and whack you if they’re not paying attention. Locked, not so much.
I also don’t want people wondering why I’m the guy who leaves it open. At my job, the stalls are opposite the sinks and therefore visible in the mirrors if you’re washing your hands.
Huh? Where do you live where they have fancy-ass handicap stalls like that where the doors close on their own? 
I’m jealous.
Close it so people don’t come in, as well as just because that’s what the stall door is for. For some reason, if the door did just stay open, it would seem gauche, even though using a urnial does not have the same problem.
I’m only in there to pee, not to set up residence. Why bother closing the door?
I close it. It seems more civilized.