Like Brian said, they come open durring roll-overs, mine did too. I think mostly they are in place as a result of all the lawsuits Yamaha faced with the Rhino. In todays world Mfg's have to enginere "stupid prople" out to keep from being sued. If you are following all the safety stuff like seat belts, safety nets or doors properly in place then you minimize your chance of injuries and the Mfgs liability, if you dont follow these "rules" then the Mfg is not responsible for those "stupid peeps" in a law suit. JMHO
After driving my Commander for 2 seasons i am still not used to the open cockpit. I always seem to feel like I am going to fall out lol! As stated above the doors close the machine in and give you the secure feeling as i am acustomed to having a frame around me weather its in my Woodsbuggy or Pilot mini buggys.
After having doors, I wouldn't have a SXS without them. As everyone has mentioned, safer, cleaner, warmer on cold days, a place to rest your arm when cruising, etc. Plus some nets can block some of your vision when looking side to side. Up in the woods it helps from tree branches spearing in too, were it will go right through a net.