To elaborate on RustRed's comment: Even if you have the valve held in the 'closed' position while running (you generally shouldn't do this as it will cause excessive heat/bypass - especially if it's an older tractor with a fixed displacement pump) the door will still creep open if one of the cylinders is bypassing. What you're essentially creating is a 'regen' cylinder condition: Pressurized fluid is being sent to the rod ('closed'/retract) side of the cylinder, but because the cylinders are leaking internally the pressure is equal on both sides of the piston. Because the cylinder has the rod on the retract/'close' side, there's less surface area on that side so it has less force than the barrel (extend) side. Thus: When a cylinder's bypassing internally, sending pressurized fluid to the rod (retract) side will actually cause the cylinder to extend. And because both cylinders are tied together, it will do this even if only one is bypassing.
While these aren't universally-true testing methods, some typical steps in baler gate/tension system diagnosis are:
i) Close gate, tension belts, disconnect lines from tractor, and see if problem persists. If problem is corrected, it's a problem with the tractor's control valve leaking internally.
ii) If equipped with hydraulic safety lock for the gate (most Deere balers are, but unfortunately I think the 375 has a mechanical lock?), tension up the belts, put the hydraulic safety lock in its 'locked' position and try forming a bale. If problem persists, it's likely a leaking cylinder, If problem is eliminated, it's probably the tension valve. This isn't a 100% perfect test, because many hydraulic gate safety locks only block flow to the barrel/extend side of the gate cylinders rather than both. But it usually lets you isolate a problem and figure out where to look.
iii) Do the gate-cylinder leak-down test as described by TxJim (always a good idea to check periodically every few years, even if there isn't an obvious problem).