Look at it with some plain old common sense. You are on the ocean. The air is very humid and in most cases very warm. The ship will be moving and what will happen if you leave a balcony door open, you will end up with a very hot and humid cabin. Then when you close the door and turn the air up as high as it will go ( and its not like the a/c at home to begin with ) it will take forever to get it cooled off again. Live and learn.
As far as hearing the swishing of the water, it's unlikely you'll heard that at all. I would advise to save yourself and roommate some problems and leave the balcony door closed--if you want the warm, salty air, sit on the balcony for a while with the door closed behind you.But, you will do as you see fit, regardless of what is said here so enjoy, however you decide.