It doesn't have to be perfectly sealed but the more sealed it is the less you have to pump in. If running a CO2 tank this will mean you change the tank less often. If running a co2 generator off natural gas as I do then it's not as big a deal. The downside to the generator running more is cooling the heat, so I try to seal them up as good as I can.
I use "light locks" between my flowering rooms and veg room, it's a pocket door with a small area like closet sized area with a door on the other side. This way I can go into that space and light doesnt' leak into the room thats dark. I think these double doors help a little with CO2 conservation.