Your bedroom really doesn't aspire to be a balloon. Yet, because of the way your heating and air conditioning system was installed, it may be acting like one. At least to an extent. It doesn't expand the way a balloon does, but it does get blown up.
Think about it. If your bedroom has a supply register from your HVAC(Heating, ventilation, and air conditioning). Collectively, the mechanical systems that heat, ventilate, and cool a building. system but no return grille or other pathway for the air to make its way back to the unit, what happens to that air blowing into the room when you close the door?