On a flight to Maui aboard US Airways, we had to keep the shades closed after we got in the air at Phoenix until we were close to the island.
For this claustrophobia person, I thought I would go nuts! Thank heavens I was in First Class where there was room to breathe and the FA could see I was upset. Across the aisle the window passenger had left a peep hole at the bottom so we could at least get a tiny glimpse outside. However, after so many hours it was on the verge of being too much!! We were never told why the shades had to be shut.