Are you doing this for health reasons? In which case it doesn't matter - the windows stop the UV rays.
Otherwise the advice is correct.
Though chalk me up as one who can't stand people who close window shades on day flights unless it is so bright to make it incredibly hot/impossible to see a screen. Take the 7pm LHR-JFK. It takes off at 2pm JFK time. Why do I want to trick my body into thinking is later than it is? Works against time zone adjustments.