I think that the reason Charlie closed the door was to keep Desmond from drowning (too?)... he wouldn't have left the room with Penny on the screen for anything!

Realistically though, I think Charlie could've slipped out and closed the door in time to save 'em both... but then it wouldn't fit the storyline quite right.

Also, remember that Desmond told Charlie that if he got to the switch and then drowned... that Claire would be rescued in a chopper. And that if anything went differently than his "visions" - that the end result might not be the same. So in the end Charlie felt he HAD to die in order to insure Claire's safety.