Anyone who grew up doing tornado drills in school in the American Midwest can tell you how this works. Open the windows, then hunker down on the floor in the lowest interior portion of the building.
Why open the windows? Because the extreme winds outside during a tornado creat such a low air pressure that it will literally suck the glass out of the windows creating a bunch of sharp flying debris. You open the window, and now the pressure can equalize.
Yes, there can be quite a difference in air pressure between the inside of your home and the outside.
That established, I'm of the mind that anything that can't handle that change is too high maintenance or too weak and unhealthy to mess with.
I two-stepped all my indoors-for-winter trees and plants since February on nice days just to save on the electric bill running supplemental lighting. The ones that stayed outside all winter suffered the greatest losses because, in my climate at least, they were subjected to more extreme temperature swings.