The long and the short of the stealthed\closed argument is simply this:-

You ain't getting in through this port, period. Go try a different one.

Either way, it's secure.

If your computer is _completely_ "stealthed", (doesn't respond to pings or _any_ other stimulus), then the only advantage you gain is that the attacker can't determine what OS you are using back there. But there may be other ways of doing that via social engineering. Simple closed ports will give the NMaps of this world a better chance at an OS guess but even NMap tells you that it can't make a guess sometimes.