I already said upthread what I’d do. But I won’t judge you. 
Leave it open.
I don’t understand why you would have no issues peeing at a urinal, but feel the need to close a door behind you. I’m pretty sure I have enough privacy with my back to the door and surrounded by walls.
Usually if I’m using a stall standing, it’s because I have a computer bag or something I want to hang up, or I’m taking the opportunity to wipe my ass, or I’m wearing swimming trunks that have to be pulled down and I don’t want to be bare-assed. If none of these rules apply I might not bother closing the door.
The OP mentioned that all the urinals are in use. As a frequent concert-goer, I have been in this situation many times. I leave the door open so anyone else who comes in and finds all the urinals occupied will know that I’m just taking a squirt and the stall will be available shortly.
I won’t be tipping the attendant on the way out, though. Sorry bud, all you get is a nod. Didn’t really need your help.
I voted leave it open. I’m taking a leak, it’s no big deal.
I’ll leave it open if I’m only pissing. If someone comes along that needs to sit down, they’ll see that they only need to wait for a minute.
Hmm, I sense insincerity in your “apology.”
You can’t lean into the urinal to cover your package.
Generally, it’s best to close and lock the stall door for the sake of other toilet seeking gentlemen. You can’t always tell which stalls are occupied from the outside. Pushing on the door and not having it budge is a better method of discovery than having a swing wide like curtains to unveil the display: “Urinating Man”
I would only lock the door behind me if it was the type to swing shut “automatically”, 1) it won’t bash my butt as I am trying to aim, and 2) Prevent other guys from barging in as I am peeing…
But why close the door to pee if I would be standing at the urinal out in the open anyway?