I can't find in the instruction manual if you are

If that model has a vent the lid is meant to be closed. There may be a mesh screen or something to collect any oil spatters or vapor and this will allow any steam to escape. On mine it is right over the tray and has a window beside it. It is interesting to watch it the first few times you use it but after the "thrill" of cleaning the spatter after a real big fry up you will want to close it ;-]