It is a good question to ask when you are a new exhaust air heat pump owner. Because if the heat pump is installed in the summer when it's hot outside, the supply air valves to the house are set open and if the installer is not clear, you can think that they should always be open. But that is not the case.
The reason why the installer wants them open in the summer months is that there is more energy in the air then, i.e. the heat, and that is what you want. But as the degrees in the outdoor air drop, so does the energy in the air. Therefore, the valves do not need to be fully open, as the heat pump cannot draw as much energy from the air anymore.
What you should keep in mind, however, is that a house needs to have ventilation in one way or another depending on the house and therefore you should not close all ventilation, then you can cause other problems such as bad indoor air and, in the worst case, mold.