I have no problem if someone wants to leave their balcony door open. However; if the smell from someone having a cigarette on their balcony bothers you then shut the door. If you hear your neighbors having a "normal" conversation on their balcony and this disturbs you then shut the door. If having your balcony door open shuts down the air conditioning in the cabin next to you then shut the door.
Yes: You've paid a "premium" price for the balcony but that does not allow your choice to keep your door open to interfere with someone else's normal enjoyment of their balcony.
The door is supposed to be kept shut so if any of these things bother those that keep their balcony door open, to the point of complaining, then guess who's going to have to change what they are doing? The person leaving the balcony door open.