I, too, am claustrophobic but have been on 9 cruises so far with 2 more scheduled in the next few months. The only time I have ever had a problem with this is the one time we had an interior cabin. We booked late and that was all that was available. The cabin had a curtain on the wall to make it appear to have a window. I just told my DH "DO NOT OPEN THAT CURTAN!"
Unless we have a balcony cabin, we spend very little time in there anyway and when you go up on the open decks, you absolutely will not feel claustrophobic with that beautiful view.