Why do people say this?

"When God closes a door, He opens a window."

First of all--probably not. Have you ever closed a door and seen a window open in response? I've opened a window and the change in air pressure caused a door to slam, but it usually doesn't happen the other way around.

Also--how is this encouraging? Unless the window is on the first floor or it opens to a fire escape, the outlook doesn't look so hot. When people are exiting through windows it's usually due to something very, very bad. Give me another door (hopefully it's not the closet).