No, you maintain the open throat all the time. You will have more of an urge to close down as you get higher, so he's just reminding you to keep the throat open. You also may need to re-yawn into vowel modifications.
@holjack, you are listed as a "member". If you have purchased a KTVA product, you should copy and paste into an email to [email protected] a copy of your KTVA purchase receipt and request a forums upgrade.
There is a lot more information available on the forums to KTVA students.
There are tons of Videos and whole sections of the forum for each part of the KTVA course.
All the Best!