I hesitate to disagree with three previous answerers, but I don't think this is "come out of the closet" in the sense of revealing what one was trying to hide. Notice the placement of quotation marks around "closet of my p.p.", *not* including "come out of the...".

No, I think this refers more to the "closet" (aposento) of Jesus' teaching on prayer (Matthew 6:6). I think the writer means that a member of the Pentecostal faith may be so enclosed in his/her "aposento alto" of fellow believers that s/he may fail to see the "Pentecostalism" arising among those of other groups.

Christians (like members of any religion/political party/belief system) tend to get locked into a mindset of "us" vs "them," thinking that "we" have it right and others don't; according to this text, Macchia feels that those "ecumenical implications" are "urging him" to open the door, step outside, look around himself, and find common ground with "outsiders."